Nonlinear time series models in empirical finance /

The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Franses, Philip Hans, 1963-
Other Authors: Dijk, Dick van
Format: Electronic eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2000
Subjects:
Local Note:ProQuest Ebook Central