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