TY  - BOOK
AU  - Franses,Philip Hans
AU  - Dijk,Dick van
TI  - Nonlinear time series models in empirical finance
SN  - 0521770416
AV  - HG106 .F73 2000
U1  - 332.01'5118 
PY  - 2000///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Finance - mathematical models
KW  - Time-series analysis
N1  - Includes bibliographical references (p. 254-271) and index
N2  - 
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-switching and artificial neural networks.
UR  - http://www.loc.gov/catdir/samples/cam032/99088504.html
UR  - http://www.loc.gov/catdir/description/cam0210/99088504.html
UR  - http://www.loc.gov/catdir/toc/cam021/99088504.html
ER  -