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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 date2012
Host publicationFinancial risk measurement and management
EditorsFrancis X. Diebold
Place of PublicationCheltenham
PublisherEdward Elgar
Pages441-464
Number of pages24
ISBN (Print)9781849803908
Original languageEnglish

Bibliographic note

Reprint of paper first published in 1982.