Modelling financial time series / Stephen J Taylor.
By: Taylor, Stephen (Stephen J.).
Publisher: Singapore ; London : World Scientific, 2008Edition: 2nd ed.Description: xxvi, 268 p. ; 24 cm.ISBN: 9789812770844; 9812770844.Subject(s): Stocks -- Prices -- Mathematical models | Commodity exchanges -- Mathematical models | Financial futures -- Mathematical models | Time-series analysisDDC classification: 332.63222011Item type | Current location | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Book | SKOLKOVO Library Shelves | HG4636 .T35 (Browse shelf) | 1 | Available | 2000000318 |
Total holds: 0
Previous ed.: Chichester: Wiley, 1986.
Includes bibliographical references (p. 256-261) and index.
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