Nonlinear time series models in empirical finance

This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinea...

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Bibliographic Details
Main Author: Franses, Philip Hans
Format: Book
Language:Undetermined
Published: New York Cambridge University Press 2000
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ