Description: Nonlinear time series models in empirical finance /

Main Author:	Franses, Philip Hans, 1963-
Other Authors:	Dijk, Dick van.
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2000.
Subjects:	Finance > Mathematical models. Time-series analysis. Maliye > Matematiksel modeller. Zaman serileri analizi. BUSINESS & ECONOMICS > Finance. Tijdreeksen. Niet-lineaire modellen. Bedrijfsfinanciering. Finances > Modèles mathématiques. Séries chronologiques. Économétrie.
Online Access:	http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73100

Physical Description:	1 online resource (xvi, 280 pages) : illustrations
Bibliography:	Includes bibliographical references (pages 254-271) and indexes.
ISBN:	0511011008 9780511011009 0511118279 9780511118272 9780511754067 051175406X 9780511049323 0511049323