Lee Yan Fong Library

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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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN:

Subjects--Topical Terms:
Capital assets pricing model.
Finance--Mathematical models.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG4636 / .T348 2007