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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

Publication date2018
Host publicationVolatility
EditorsTorben Andersen, Tim Bollerslev
Place of PublicationCheltenham
PublisherEdward Elgar
Number of pages24
ISBN (Print)9781788110617
Original languageEnglish

Publication series

NameThe International Library of Critical Writings in Economics
PublisherEdward Elgar

Bibliographic note

Reprinted, original publication 1982, in Time Series Analysis: Theory and Practice 1