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.