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Cover image for Modelling Financial Time Series
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
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