Normal view MARC view ISBD view

Franses, Philip Hans,

Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press,2000 2000. - xvi, 280 p. : ill. ; 26 cm.

Includes bibliographical references (p. 254-271) and index.

ISBN: 0521770416 - 0521779650 0521779650 (pbk.)

LCCN: 99088504

Subjects--Topical Terms:
Finance--Mathematical models.
Time-series analysis.

Dewey Class. No.: 332.015118 / F8571