Franses, Philip Hans, Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. : ill. ; 26 cm. Includes bibliographical references (p. 254-271) and index. ISBN: 0521770416 0521779650 (pbk.) LCCN: 99088504 Subjects--Topical Terms: Finance--Mathematical models.Time-series analysis. LC Class. No.: HG106 / .F73 2000 Dewey Class. No.: 332/.01/5118