Nonlinear time series models in empirical finance /

Main Author: Franses, Philip Hans, 1963-
Other Authors: Dijk, Dick van
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 2000.
Subjects:
Physical Description:xvi, 280 p. : ill. ; 26 cm.
Bibliography:Includes bibliographical references and index.
ISBN:0521770416