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
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100 1 |a Franses, Philip Hans,  |d 1963- 
245 1 0 |a Nonlinear time series models in empirical finance  |h [electronic resource] /  |c Philip Hans Franses, Dick van Dijk. 
260 |a Cambridge, UK ;  |a New York :  |b Cambridge University Press,  |c 2000. 
300 |a xvi, 280 p. :  |b ill. 
504 |a Includes bibliographical references (p. 254-271) and index. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Time-series analysis. 
655 4 |a Electronic books. 
700 1 |a Dijk, Dick van. 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=201447  |z Click to View