Modelling Financial Time Series

Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education–all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment.

Product Description: This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks...read more

Product Description: Walras's Market Models describes and evaluates Léon Walras' models of competitive markets. Through identification of his career phases and the associated general equilibrium models, which are shown to be very different in character, this book differs from previous examinations of his work...read more

Product Description: The collapse of the International Tin Agreement has led to the belief that commodity price intervention is unnecessary and unlikely to succeed. However, as long as Third World producers continue to experience difficulties in obtaining adequate credit, there will be a need for some form of international commodity policy, and stabilization schemes will remain candidates...read more

Product Description: Modelling Financial Time Series