Nonlinear time series models in empirical finance
Franses, Philip Hans, 1963-
Nonlinear time series models in empirical finance [electronic resource] / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill.
Includes bibliographical references (p. 254-271) and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Finance--Mathematical models.
Time-series analysis.
Electronic books.
HG106 / .F73 2000
332/.01/5118
Nonlinear time series models in empirical finance [electronic resource] / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill.
Includes bibliographical references (p. 254-271) and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Finance--Mathematical models.
Time-series analysis.
Electronic books.
HG106 / .F73 2000
332/.01/5118