Research Catalog

Nonlinear time series models in empirical finance

Title
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.
Author
Franses, Philip Hans, 1963-
Publication
Cambridge ; New York : Cambridge University Press, 2000.

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Details

Additional Authors
Dijk, Dick van.
Description
xvi, 280 pages : illustrations; 26 cm
Alternative Title
Non-linear time series models in empirical finance
Subject
  • Finance > Mathematical models
  • Time-series analysis
Bibliography (note)
  • Includes bibliographical references (p. 254-271) and indexes.
ISBN
  • 0521770416
  • 0521779650 (pbk.)
LCCN
99088504
OCLC
  • ocm42980231
  • SCSB-3970915
Owning Institutions
Columbia University Libraries