Nonlinear time series models in empirical finance /
Franses, Philip Hans,
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill. ;
Includes bibliographical references (p. 254-271) and index.
0521770416 0521779650 (pbk.)
Finance
Time-series analysis.
332 / FRA
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill. ;
Includes bibliographical references (p. 254-271) and index.
0521770416 0521779650 (pbk.)
Finance
Time-series analysis.
332 / FRA