Nonlinear time series models in empirical finance

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Bibliographic Details
Main Author: Franses, Philip Hans, 1963-
Corporate Author: ebrary, Inc
Other Authors: Dijk, Dick van
Format: Electronic eBook
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2000.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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100 1 |a Franses, Philip Hans,  |d 1963- 
245 1 0 |a Nonlinear time series models in empirical finance  |h [electronic resource] /  |c Philip Hans Franses, Dick van Dijk. 
260 |a Cambridge, UK ;  |a New York :  |b Cambridge University Press,  |c 2000. 
300 |a xvi, 280 p. :  |b ill. 
504 |a Includes bibliographical references (p. 254-271) and index. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2013.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Time-series analysis. 
655 7 |a Electronic books.  |2 local 
700 1 |a Dijk, Dick van. 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=2000895  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
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999 |c 50020  |d 50020