Asset price dynamics, volatility, and prediction / Stephen J. Taylor.

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Bibliographic Details
Main Author: Taylor, Stephen (Stephen J.)
Language:English
Published: Princeton, N.J. : Princeton University Press, [2005], ©2005.
Subjects:
Capital assets pricing model.
Finance > Mathematical models.
Physical Description:xv, 525 pages : illustrations ; 24 cm
Format: Book
Description
Call Number:HG4636 .T348 2005
Bibliography Note:Includes bibliographical references (pages [473]-501) and indexes.
ISBN:0691115370 (alk. paper)