Statistics, Commodities, Mathematical Modeling - Business, Futures - Investments, Stocks - Investments, Mathematical Modeling - Economics
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Overview
The most accurate and detailed time series models ever published, describing the behavior over time of stock, commodity and currency prices. Forty time series are investigated, including prices for stocks in New York and London, agricultural futures in Chicago, London, and Sydney, spot bullion and metal contracts in London and currency futures in Chicago. These prices are used to construct statistical models and to explore the benefits from relevant forecasts. Uses comprehensive and new models for price behavior.Book Details
Published
June 18, 1986
Publisher
John Wiley & Sons
Pages
284
Format
Paperback
ISBN
9780471909934