Franses, Philip Hans 1963-

Nonlinear time series models in empirical finance / Non-linear time series models in empirical finance Philip Hans Franses and Dick van Dijk - Cambridge : Cambridge Univ. Press, 2006 - 280 p. : ill.

Spine and cover title: Non-linear time series models in empirical finance

Includes bibliographical references and indexes

0521779650


FINANCE--MATHEMATICAL MODELS
TIME-SERIES ANALYSIS

HG106 / F726N