Non-Linear Time Series Models in Empirical Finance

Non-Linear Time Series Models in Empirical Finance

by Dickvan Dijk (Author), PhilipHansFranses (Author)

Synopsis

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

$53.44

Quantity

10 in stock

More Information

Format: Paperback
Pages: 296
Publisher: Cambridge University Press
Published: 27 Jul 2000

ISBN 10: 0521779650
ISBN 13: 9780521779654