Franses, Philip Hans, 1963-

Nonlinear time series models in empirical finance [electronic resource] / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill.

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.

0521770416 0521779650 (pbk.)




Finance--Mathematical models.
Time-series analysis.


Electronic books.

HG106 / .F73 2000eb

332/.01/5118