Work

Financial returns modelled by the product of two stochastic processes-A study of the daily sugar prices 1961-75

Year: 1982

Type: book-chapter

Source: Lancaster EPrints (Lancaster University)

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: W2280053103

FWCI: 3.935

Cites:

Cited by: 327

Related to: 10