Taylor, Stephen

Asset price dynamics, volatility, and prediction [electronic resource] / Stephen J. Taylor. - Princeton, N.J. : Princeton University Press, 2007, c2005. - xv, 525 p. : ill.

Includes bibliographical references (p. [473]-501) and indexes.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.




Capital assets pricing model.
Finance--Mathematical models.


Electronic books.

HG4636 / .T348 2007eb

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