Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices

Taylor, Stephen John (2018) Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In: Volatility. The International Library of Critical Writings in Economics . Edward Elgar, Cheltenham, pp. 423-446. ISBN 9781788110617

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Item Type:
Contribution in Book/Report/Proceedings
Additional Information:
Reprinted, original publication 1982, in Time Series Analysis: Theory and Practice 1
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? DISCIPLINE-BASED RESEARCH ??
ID Code:
128186
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Deposited On:
17 Oct 2018 14:28
Refereed?:
No
Published?:
Published
Last Modified:
12 Sep 2023 02:34