Taylor, S J (1999) Markov processes and the distribution of volatility: a comparison of discrete and continuous specifications. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences. pp. 2059-2070. ISSN 1364-503X
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Philosophical Transactions A: Mathematical, Physical and Engineering Sciences |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 43426 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 18:59 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:47 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/43426 |
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