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

Taylor, S J (2005) Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In: Stochastic Volatility: Selected Readings. Oxford University Press, Oxford, pp. 60-82. ISBN 0199257191

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Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? DISCIPLINE-BASED RESEARCH ??
ID Code:
46681
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Deposited On:
11 Jul 2011 20:05
Refereed?:
No
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Published
Last Modified:
21 Nov 2022 14:05