Franklin

Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.

Author/Creator:
Franses, Philip Hans, 1963-
Publication:
Cambridge, UK ; New York : Cambridge University Press, 2000.
Format/Description:
Book
xvi, 280 p. : ill. ; 26 cm.
Subjects:
Finance -- Mathematical models.
Time-series analysis.
Notes:
Includes bibliographical references (p. 254-271) and index.
Contributor:
Dijk, Dick van.
ISBN:
0521770416
0521779650 (pbk.)
OCLC:
42980231
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