Taylor, Stephen

Modelling financial time series / Stephen J Taylor. - 2nd ed. - Singapore : World Scientific, c2008. - xxvi, 268 p. : ill.

Includes bibliographical references (p. 256-261) and indexes.

9789812770844 9812770844


Stocks -- Prices -- Mathematical models.
Commodity exchanges -- Mathematical models.
Financial futures -- Mathematical models.
Time-series analysis.

HG4636 / .T39 2008

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