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  <titleInfo>
    <title>Modelling financial time series</title>
  </titleInfo>
  <name type="personal">
    <namePart>Taylor, Stephen (Stephen J.)</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <typeOfResource/>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">nju</placeTerm>
    </place>
    <place>
      <placeTerm type="text">New Jersey</placeTerm>
    </place>
    <publisher>World Scientific</publisher>
    <dateIssued>2008</dateIssued>
    <edition>2a ed.</edition>
    <issuance/>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <extent>xxvi, 268 páginas ilustraciones 24 cm.</extent>
  </physicalDescription>
  <note type="statement of responsibility">Stephen J. Taylor.</note>
  <note>Incluye referencias bibliográficas (p. 256-261) e índice.</note>
  <subject>
    <topic>Análisis de series de tiempo</topic>
  </subject>
  <subject>
    <topic>Financial futures</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject>
    <topic>Futuro (Finanzas)</topic>
    <topic>Modelos matemáticos</topic>
  </subject>
  <subject>
    <topic>Inventarios</topic>
    <topic>Modelos matemáticos</topic>
    <topic>Precios</topic>
  </subject>
  <subject>
    <topic>Stocks</topic>
    <topic>Mathematical models</topic>
    <topic>Prices</topic>
  </subject>
  <subject>
    <topic>Time-series analysis</topic>
  </subject>
  <classification authority="lcc">HG4636 .T35 2008  </classification>
  <identifier type="isbn">9789812770844</identifier>
  <identifier type="isbn">9812770844</identifier>
  <recordInfo>
    <recordCreationDate encoding="marc">180302</recordCreationDate>
    <recordChangeDate encoding="iso8601">20220428082120.0</recordChangeDate>
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