Modelling financial time series

Author(s)

• Taylor, Stephen (Stephen J.)

Bibliographic Information

Modelling financial time series

Stephen Taylor

Wiley, c1986

• : pbk

Note

Bibliography: p. 256-261

Includes indexes

Details

• NCID: BA0350120X
• ISBN:
  • 0471909939
• LCCN: 85031498
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester [West Sussex] ; New York
• Pages/Volumes: xvi, 268 p.
• Size: 23 cm
• Classification:
  • LCC : HG4636
  • DC19 : 332.63/222/0724
• Subject Headings:
  • LCSH : Stocks -- Prices -- Mathematical models
  • LCSH : Commodity exchanges -- Mathematical models
  • LCSH : Financial futures -- Mathematical models
  • LCSH : Time series analysis