Nonlinear time series models in empirical finance

Bibliographic Details
Main Author: Franses, Philip Hans, 1963-
Corporate Author: ProQuest (Firm)
Other Authors: Dijk, Dick van.
Format: Electronic eBook
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2000.
Subjects:
Online Access:Click to View
Description
Physical Description:xvi, 280 p. : ill.
Bibliography:Includes bibliographical references (p. 254-271) and index.