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Does anyone know of any good and accessible papers on the random walk modelling of financial data from a statistics perspective? Most of the papers I've found have been written by economists or suchlike, and while still mathematical, they don't quite have the theoretical depth I would like.

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How about this:

http://www.amazon.com/Brownian-Stochastic-Calculus-Graduate-Mathematics/dp/0387976558/

I thin it is more theoretically oriented than normal finance textbooks for MBA's.

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