Nonlinear time series models in empirical finance [electronic resource] / Philip Hans Franses, Dick van Dijk.
By: Franses, Philip Hans.
Contributor(s): Dijk, Dick van | ebrary, Inc.
Material type:
BookPublisher: Cambridge, UK ; New York : Cambridge University Press, 2000Description: xvi, 280 p. : ill. ; 26 cm.Subject(s): Finance -- Mathematical models | Time-series analysisGenre/Form: Electronic books.DDC classification: 332/.01/5118 Online resources: An electronic book accessible through the World Wide Web; click to view
No physical items for this record
Includes bibliographical references (p. 254-271) and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2005. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
There are no comments for this item.