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Financial returns modelled by the product of tw...
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Accounting and Finance
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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
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Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices
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S J Taylor
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Publication date
2005
Host publication
Stochastic Volatility: Selected Readings
Place of Publication
Oxford
Publisher
Oxford University Press
Pages
60-82
Number of pages
23
ISBN (print)
0199257191
<mark>Original language</mark>
English