Work

Financial Returns Modelled by the Product of Two Stochastic Processes—A Study of Daily Sugar Prices, 1961–79

Year: 2005

Type: book-chapter

DOI: 10.1093/oso/9780199257195.003.0003

Author: Stephen J Taylor

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1507378142

FWCI: 14.15

Cites:

Cited by: 155

Related to: 10