Taylor, Stephen
Modelling financial time series / Stephen J Taylor. - 2nd ed. - Singapore ; London : World Scientific, 2008. - xxvi, 268 p. ; 24 cm.
Previous ed.: Chichester: Wiley, 1986.
Includes bibliographical references (p. 256-261) and index.
9789812770844 9812770844
Stocks--Prices--Mathematical models.
Commodity exchanges--Mathematical models.
Financial futures--Mathematical models.
Time-series analysis.
HG4636 / .T35 2008
332.63222011
Modelling financial time series / Stephen J Taylor. - 2nd ed. - Singapore ; London : World Scientific, 2008. - xxvi, 268 p. ; 24 cm.
Previous ed.: Chichester: Wiley, 1986.
Includes bibliographical references (p. 256-261) and index.
9789812770844 9812770844
Stocks--Prices--Mathematical models.
Commodity exchanges--Mathematical models.
Financial futures--Mathematical models.
Time-series analysis.
HG4636 / .T35 2008
332.63222011
