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Modelling financial time series / Stephen J. Taylor

Edition 2nd ed
Publisher Singapore : World Scientific
Year c2008
Codes ID=2001417773 NCID=BA85806945

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Language English
Size xxvi, 268 p. : ill. ; 24 cm
Notes Includes bibliographical references (p. 256-261) and indexes
Authors *Taylor, Stephen (Stephen J.)
Subjects LCSH:Stocks -- Prices -- Mathematical models  All Subject Search
LCSH:Commodity exchanges -- Mathematical models  All Subject Search
LCSH:Financial futures -- Mathematical models  All Subject Search
LCSH:Time-series analysis
Classification LCC:HG4636
DC22:332.63/222011
Vol ISBN:9789812770844 ; XISBN:9812770844

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Agriculture, Library (Books)
332.63/T128 4080069815
9789812770844 2008

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