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Author
Taylor, Stephen (Stephen J.)
Title
Asset price dynamics, volatility, and prediction [electronic resource] / Stephen J. Taylor.
Imprint
Princeton, N.J. : Princeton University Press, 2007, c2005.
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Available to Pittsburg State University patrons only.
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Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xv, 525 p. : ill.
Bibliography
Includes bibliographical references (p. [473]-501) and indexes.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Capital assets pricing model.
Finance -- Mathematical models.
Genre/Form
Electronic books.
ISBN
9780691134796
0691134790
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