Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.
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TextPublication details: Cambridge, UK ; New York : Cambridge University Press,2000 2000.Description: xvi, 280 p. : ill. ; 26 cmISBN: - 0521770416 - 0521779650
- 0521779650 (pbk.)
- 332.015118 F8571
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Central Library First floor | 332.015118 FRA (Browse shelf(Opens below)) | Available | 000002267 |
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| 332.0151 HAS Introduction to financial mathematics / | 332.0151 NUM Numerical methods in finance / | 332.0151 NUM Numerical methods in finance / | 332.015118 FRA Nonlinear time series models in empirical finance / | 332.015192 LIM Probability and finance theory / | 332.015193 ZEN Financial optimization / | 332.015195 BLY An introduction to quantitative finance / |
Includes bibliographical references (p. 254-271) and index.
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