Asset Price Dynamics, Volatility, and Prediction
ISBN: 9781400839254
Platform/Publisher: JSTOR / Princeton University Press
Digital rights: Users: unlimited; Printing: chapter; Download: chapter
Subjects: Capital assets pricing model; Finance -- Mathematical models;

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Stephen J. Taylor is Professor of Finance at Lancaster University, England. He is the author of Modelling Financial Time Series and many influential articles about applications of financial econometrics.
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