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Asset price dynamics, volatility, an...
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Taylor, Stephen
Asset price dynamics, volatility, and prediction /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Asset price dynamics, volatility, and prediction /Stephen J. Taylor.
Author:
Taylor, Stephen
Published:
Princeton, N.J. :Princeton University Press,c2005.
Description:
xv, 525 p. :ill. ;24 cm.
Subject:
FinanceMathematical models.
ISBN:
9780691115375
Asset price dynamics, volatility, and prediction /
Taylor, Stephen
Asset price dynamics, volatility, and prediction /
Stephen J. Taylor. - Princeton, N.J. :Princeton University Press,c2005. - xv, 525 p. :ill. ;24 cm.
Includes bibliographical references (p. [473]-501) and indexes.
ISBN: 9780691115375
LCCN: 2005048758Subjects--Topical Terms:
183782
Finance
--Mathematical models.
LC Class. No.: HG4636 / .T246 2005
Dewey Class. No.: 332.6/01/51962
Asset price dynamics, volatility, and prediction /
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Asset price dynamics, volatility, and prediction /
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Stephen J. Taylor.
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Princeton, N.J. :
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c2005.
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Princeton University Press,
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xv, 525 p. :
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ill. ;
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24 cm.
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Includes bibliographical references (p. [473]-501) and indexes.
650
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Finance
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Mathematical models.
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183782
650
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Capital assets pricing model.
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187119
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320000431223
西方語文圖書區(四樓)
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HG4636 T246 2005
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