Nonlinear time series models in empirical finance [electronic resource] / Philip Hans Franses, Dick van Dijk.
Publication details: Cambridge, UK ; New York : Cambridge University Press, 2000.Description: xvi, 280 p. : illISBN:- 0521770416
- 0521779650 (pbk.)
- 332/.01/5118 21
- HG106 .F73 2000eb

Includes bibliographical references (p. 254-271) and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.