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|a HG106
|b .F73 2000
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|a 332/.01/5118
|2 21
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| 100 |
1 |
|
|a Franses, Philip Hans,
|d 1963-
|0 http://id.loc.gov/authorities/names/n93030490
|1 http://viaf.org/viaf/85473480
|
| 245 |
1 |
0 |
|a Nonlinear time series models in empirical finance /
|c Philip Hans Franses, Dick van Dijk.
|
| 260 |
|
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|a Cambridge ;
|a New York :
|b Cambridge University Press,
|c 2000.
|
| 300 |
|
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|a xvi, 280 p. :
|b ill. ;
|c 25 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 504 |
|
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|a Includes bibliographical references (p. 254-271) and indexes.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g 2.
|t Some concepts in time series analysis --
|g 3.
|t Regime-switching models for returns --
|g 4.
|t Regime-switching models for volatility --
|g 5.
|t Artificial neural networks for returns --
|g 6.
|t Conclusions.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260
|
| 650 |
|
0 |
|a Time-series analysis.
|0 http://id.loc.gov/authorities/subjects/sh85135430
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Time-series analysis.
|2 fast
|0 http://id.worldcat.org/fast/fst01151190
|
| 700 |
1 |
|
|a Dijk, Dick van.
|0 http://id.loc.gov/authorities/names/n99280856
|1 http://viaf.org/viaf/15929264
|
| 901 |
|
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|a ToCBNA
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| 903 |
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