Taylor, Stephen J.
Modelling financial times series /
Stephen J. Taylor.
- 2nd ed.
- London : World Scientific Publishing Company, c2008.
- xvi, 268 p. : ill. ; 24 cm.
Includes bibliographical references and index
9789812770844
Commodity exchanges--Mathematical models.
Financial futures--Mathematical models.
Stocks--Prices--Mathematical models.
Time-series analysis.