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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: 332.63222011
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Book SKOLKOVO Library
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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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