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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

Standard

Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. / Taylor, Stephen J.

Financial risk measurement and management. ed. / Francis X. Diebold. Cheltenham : Edward Elgar, 2012. p. 441-464.

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

Harvard

Taylor, SJ 2012, Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. in FX Diebold (ed.), Financial risk measurement and management. Edward Elgar, Cheltenham, pp. 441-464.

APA

Taylor, S. J. (2012). Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In F. X. Diebold (Ed.), Financial risk measurement and management (pp. 441-464). Cheltenham: Edward Elgar.

Vancouver

Taylor SJ. Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In Diebold FX, editor, Financial risk measurement and management. Cheltenham: Edward Elgar. 2012. p. 441-464

Author

Taylor, Stephen J. / Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. Financial risk measurement and management. editor / Francis X. Diebold. Cheltenham : Edward Elgar, 2012. pp. 441-464

Bibtex

@inbook{1a51e6de247c4e8c9dacae8ef70e0e21,
title = "Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices",
author = "Taylor, {Stephen J.}",
note = "Reprint of paper first published in 1982.",
year = "2012",
language = "English",
isbn = "9781849803908",
pages = "441--464",
editor = "Diebold, {Francis X.}",
booktitle = "Financial risk measurement and management",
publisher = "Edward Elgar",

}

RIS

TY - CHAP

T1 - Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices

AU - Taylor, Stephen J.

N1 - Reprint of paper first published in 1982.

PY - 2012

Y1 - 2012

M3 - Chapter

SN - 9781849803908

SP - 441

EP - 464

BT - Financial risk measurement and management

A2 - Diebold, Francis X.

PB - Edward Elgar

CY - Cheltenham

ER -