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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Contribution in Book/Report/Proceedings
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Reprinted, original publication 1982, in Time Series Analysis: Theory and Practice 1
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/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
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ID Code:
128186
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Deposited On:
17 Oct 2018 14:28
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No
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Published
Last Modified:
03 Sep 2020 05:50