Modelling Financial Time Series
by
Taylor, Stephen
Title
:
Modelling Financial Time Series
Author
:
Taylor, Stephen
ISBN
:
9789812770844
Personal Author
:
Taylor, Stephen
Edition
:
2nd ed.
Publication Information
:
New Jersey : World Scientific, c2007.
Physical Description
:
xxiv, 268 p. ; 23 cm.
Subject Term
:
Stocks -- Prices -- Mathematical models
Commodity exchanges -- Mathematical models
Financial futures -- Mathematical models
Time-series analysis