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Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date2005
Host publicationStochastic Volatility: Selected Readings
Place of PublicationOxford
PublisherOxford University Press
Pages60-82
Number of pages23
ISBN (Print)0199257191
Original languageEnglish