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Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.
- Format:
- Book
- Author/Creator:
- Franses, Philip Hans, 1963-
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Time-series analysis.
- Physical Description:
- xvi, 280 pages : illustrations ; 26 cm
- Place of Publication:
- Cambridge, UK ; New York : Cambridge University Press, 2000.
- Summary:
- Reviews recently developed non-linear time series models, and their applications to financial markets.
- Notes:
- Includes bibliographical references (pages 254-271) and index.
- ISBN:
- 0521770416
- 0521779650
- OCLC:
- 42980231
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