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:
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040 |a CY  |b University of Cyprus  |e AACR2 
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100 1 |a Franses, Philip Hans,  |d 1963- 
245 1 0 |a Nonlinear time series models in empirical finance/  |c Philip Hans Franses, Dick van Dijk 
260 |a Cambridge, UK ;   |b Cambridge University Press,  |c 2000  |a New York: 
300 |a xvi, 280 p. :  |b ill. ;  |c 26 cm. 
504 |a Includes bibliographical references (p. 254-271) and index. 
650 0 |a Finance  |x Mathematical models 
700 1 |a Dijk, Dick van. 
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