Nonlinear time series models in empirical finance / Philip Hans Franses and Dick van Dijk
By: Franses, Philip Hans.
Contributor(s): Dijk, Dick van.
Material type:
BookPublisher: Cambridge : Cambridge Univ. Press, 2006Description: 280 p. : ill.ISBN: 0521779650.Call No.:
HG106
F726N
Other title: Non-linear time series models in empirical finance.Subject(s): FINANCE -- MATHEMATICAL MODELS | TIME-SERIES ANALYSISGeneral Note: Spine and cover title: Non-linear time series models in empirical financeBibliography, etc. Note: Includes bibliographical references and indexes
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| Main Campus Book Shelves | HG106 F726N (Browse shelf) | Available | 200712070004 |
Browsing Main Campus Shelves , Shelving location: Book Shelves Close shelf browser
| HG106 C437C Copula methods in finance / | HG106 D648M Mathematical finance : | HG106 F622M The mathematics of financial modeling and investment management / | HG106 F726N Nonlinear time series models in empirical finance / | HG106 L56I Introductory stochastic analysis for finance and insurance / | HG106 M322D Dynamics of markets : | HG106 M544E 2004 The econometric modelling of financial time series / |
Spine and cover title: Non-linear time series models in empirical finance
Includes bibliographical references and indexes
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