000 00807cam a22002174a 4500
999 _c332448
_d332448
020 _a0521770416
020 _a0521779650 (pbk.)
082 0 0 _a332
_bFRA
100 1 _aFranses, Philip Hans,
245 1 0 _aNonlinear time series models in empirical finance /
_cPhilip Hans Franses, Dick van Dijk.
260 _aCambridge, UK ;
_aNew York :
_bCambridge University Press,
_c2000.
300 _axvi, 280 p. :
_bill. ;
504 _aIncludes bibliographical references (p. 254-271) and index.
650 0 _aFinance
650 0 _aTime-series analysis.
700 1 _aDijk, Dick van.
856 4 1 _uhttp://www.loc.gov/catdir/samples/cam032/99088504.html
856 4 2 _uhttp://www.loc.gov/catdir/description/cam0210/99088504.html
856 4 1 _uhttp://www.loc.gov/catdir/toc/cam021/99088504.html
942 _cBK