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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, Stephen John.
Volatility. ed. / Torben Andersen; Tim Bollerslev. Cheltenham: Edward Elgar, 2018. p. 423-446 (The International Library of Critical Writings in Economics ).

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

Harvard

Taylor, SJ 2018, Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. in T Andersen & T Bollerslev (eds), Volatility. The International Library of Critical Writings in Economics , Edward Elgar, Cheltenham, pp. 423-446. <https://www.e-elgar.com/shop/volatility>

APA

Taylor, S. J. (2018). Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In T. Andersen, & T. Bollerslev (Eds.), Volatility (pp. 423-446). (The International Library of Critical Writings in Economics ). Edward Elgar. https://www.e-elgar.com/shop/volatility

Vancouver

Taylor SJ. Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. In Andersen T, Bollerslev T, editors, Volatility. Cheltenham: Edward Elgar. 2018. p. 423-446. (The International Library of Critical Writings in Economics ).

Author

Taylor, Stephen John. / Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices. Volatility. editor / Torben Andersen ; Tim Bollerslev. Cheltenham : Edward Elgar, 2018. pp. 423-446 (The International Library of Critical Writings in Economics ).

Bibtex

@inbook{dd71309750874f05ad7f3ae82d019a92,
title = "Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices",
author = "Taylor, {Stephen John}",
note = "Reprinted, original publication 1982, in Time Series Analysis: Theory and Practice 1",
year = "2018",
language = "English",
isbn = "9781788110617",
series = "The International Library of Critical Writings in Economics ",
publisher = "Edward Elgar",
pages = "423--446",
editor = "Torben Andersen and Tim Bollerslev",
booktitle = "Volatility",

}

RIS

TY - CHAP

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

AU - Taylor, Stephen John

N1 - Reprinted, original publication 1982, in Time Series Analysis: Theory and Practice 1

PY - 2018

Y1 - 2018

M3 - Chapter

SN - 9781788110617

T3 - The International Library of Critical Writings in Economics

SP - 423

EP - 446

BT - Volatility

A2 - Andersen, Torben

A2 - Bollerslev, Tim

PB - Edward Elgar

CY - Cheltenham

ER -