Nonlinear time series models in empirical finance/

Main Author: Franses, Philip Hans, 1963-
Other Authors: Dijk, Dick van.
Format: Book
Language:English
Published: Cambridge, UK ; New York: Cambridge University Press, 2000
Subjects:
Physical Description:xvi, 280 p. : ill. ; 26 cm.
Bibliography:Includes bibliographical references (p. 254-271) and index.
ISBN:0521779650