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.