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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
<mark>Original language</mark>English

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