Non-linear time series models in empirical finance

Franses, Philip Hans

Non-linear time series models in empirical finance - - Cambridge Cambridge University Press 2000 - xvi,280p.



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

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University Library
Cochin University of Science and Technology
Kochi-682 022, Kerala, India