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Author Taylor, Stephen (Stephen J.)

Title Modelling financial time series [electronic resource] / Stephen J Taylor.

Imprint New Jersey : World Scientific, c2008.


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Edition 2nd ed.
Description xxvi, 268 p. : ill.
Note Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986.
Bibliography Includes bibliographical references (p. 256-261) and indexes.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Stocks -- Prices -- Mathematical models.
Commodity exchanges -- Mathematical models.
Financial futures -- Mathematical models.
Time-series analysis.
Genre/Form Electronic books.
Added Author ProQuest (Firm)
ISBN 9789812770844

Available items only