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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/ISSN › Chapter

Published

Standard

Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. / Taylor, S J.
Stochastic Volatility: Selected Readings. Oxford: Oxford University Press, 2005. p. 60-82.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Taylor, SJ 2005, Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. in Stochastic Volatility: Selected Readings. Oxford University Press, Oxford, pp. 60-82.

APA

Taylor, S. J. (2005). Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In Stochastic Volatility: Selected Readings (pp. 60-82). Oxford University Press.

Vancouver

Taylor SJ. Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In Stochastic Volatility: Selected Readings. Oxford: Oxford University Press. 2005. p. 60-82

Author

Taylor, S J. / Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. Stochastic Volatility: Selected Readings. Oxford : Oxford University Press, 2005. pp. 60-82

Bibtex

@inbook{0e9bca73a09449bbb8f2c01b71886b61,
title = "Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices",
author = "Taylor, {S J}",
year = "2005",
language = "English",
isbn = "0199257191",
pages = "60--82",
booktitle = "Stochastic Volatility: Selected Readings",
publisher = "Oxford University Press",

}

RIS

TY - CHAP

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

AU - Taylor, S J

PY - 2005

Y1 - 2005

M3 - Chapter

SN - 0199257191

SP - 60

EP - 82

BT - Stochastic Volatility: Selected Readings

PB - Oxford University Press

CY - Oxford

ER -