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:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 128186
Deposited By: ep_importer_pure
Deposited On: 17 Oct 2018 14:28
Refereed?: No
Published?: Published
Last Modified: 05 Dec 2019 01:37
URI: https://eprints.lancs.ac.uk/id/eprint/128186

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