Taylor, Stephen
Modelling financial time series [electronic resource] / Stephen J Taylor. - 2nd ed. - New Jersey : World Scientific, c2008. - xxvi, 268 p. : ill.
Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986.
Includes bibliographical references (p. 256-261) and indexes.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Stocks--Prices--Mathematical models.
Commodity exchanges--Mathematical models.
Financial futures--Mathematical models.
Time-series analysis.
Electronic books.
HG4636 / .T35 2008eb
332.63/222011
Modelling financial time series [electronic resource] / Stephen J Taylor. - 2nd ed. - New Jersey : World Scientific, c2008. - xxvi, 268 p. : ill.
Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986.
Includes bibliographical references (p. 256-261) and indexes.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Stocks--Prices--Mathematical models.
Commodity exchanges--Mathematical models.
Financial futures--Mathematical models.
Time-series analysis.
Electronic books.
HG4636 / .T35 2008eb
332.63/222011