Modelling financial time series
by
 
Taylor, Stephen (Stephen J.)

Title
Modelling financial time series

Author
Taylor, Stephen (Stephen J.)

ISBN
9789812770844

Personal Author
Taylor, Stephen (Stephen J.)

Edition
2nd ed.

Publication Information
Singapore ; London : World Scientific, 2008.

Physical Description
p. cm.

General Note
Previous ed.: Chichester: Wiley, 1986.

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


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168023656743332.63222011 T246M 20081