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. ISBN: 0521770416 0521779650 (pbk.) Subjects--Topical Terms: FinanceTime-series analysis. Dewey Class. No.: 332 / FRA