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Non-linear time series models in empirical finance

By:

Franses, Philip Hans []

Contributor(s):

Dijk, Dick van

Publication details: Cambridge Cambridge University Press 2000Edition: Description: xvi,280pISBN:

0521-77965-0

ISSN:

Subject(s):

Time series analysis - Econometrics Nonlinear time series models - Econometrics Financial time series - Empirical analysis

DDC classification:

519.862

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Item type	Current library	Call number	Status	Date due	Barcode
Books	University Library	519.862 FRA (Browse shelf(Opens below))	Available		00047766

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Previous	519.86 LAM Introdution to stochastic calculus applied to finance	519.86 ROM Introduction to the mathematics of finance	519.86 STE Financial statistics and mathematical finance	519.862 FRA Non-linear time series models in empirical finance	519.862 HAL Essays in nonlinear time series econometrics	519.863 ANT Practical optimization: algorithms and engineering applications	519.863 BEC Principles of optimization theory	Next

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