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

By: Taylor, Stephen (Stephen J.).
Contributor(s): ebrary, Inc.
Publisher: New Jersey : World Scientific, c2008Edition: 2nd ed.Description: xxvi, 268 p. : ill. ; 24 cm.Subject(s): Stocks -- Prices -- Mathematical models | Commodity exchanges -- Mathematical models | Financial futures -- Mathematical models | Time-series analysisGenre/Form: Electronic books. DDC classification: 332.63/222011 Online resources: An electronic book accessible through the World Wide Web; click to view

Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986.

Includes bibliographical references (p. 256-261) and indexes.

TSLHHL

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.