Normal view MARC view ISBD view

Asset price dynamics, volatility, and prediction [electronic resource] /

by Taylor, Stephen (Stephen J.).
Material type: materialTypeLabelBookPublisher: Princeton, N.J. : Princeton University Press, 2007, c2005Description: xv, 525 p. : ill.ISBN: ; .Subject(s): Capital assets pricing model | Finance -- Mathematical models | Electronic booksOnline resources: Click to View
No physical items for this record

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.

Hong Kong Nang Yan College of Higher Education
Lee Yan Fong Library
325-329 Lai Chi Kok Road, Shamshuipo, Kowloon, HONG KONG