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, c2000
Subjects:
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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 c2000  |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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