Nonlinear time series models in empirical finance /
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Author / Creator: | Franses, Philip Hans, 1963- |
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Imprint: | Cambridge ; New York : Cambridge University Press, 2000. |
Description: | xvi, 280 p. : ill. ; 25 cm. |
Language: | English |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4329172 |
Other authors / contributors: | Dijk, Dick van. |
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ISBN: | 0521770416 0521779650 (pbk.) |
Notes: | Includes bibliographical references (p. 254-271) and indexes. |
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