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.

0521770416 0521779650 (pbk.)

99088504


Finance--Mathematical models.
Time-series analysis.

HG106 / .F73 2000

332/.01/5118