Nonlinear time series models in empirical finance /

Franses, Philip Hans, 1963-

Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge : Cambridge University Press, 2000. - xvi, 280 p. : ill. ; 25 cm.

Includes bibliographical references and index.

0521779650 (pbk.) RM120.29

99-088504


Finance--Mathematical models.
Time-series analysis.

332/.01/5118

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