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Nonlinear modelling of high frequency financial time series
Record Type:
Language materials, printed : monographic
Author:
DunisChristian,
Alternative Intellectual Responsibility:
ZhouBin,
Place of Publication:
Chichester [England]
Published:
John Wiley & Sons;
Year of Publication:
c1998
Description:
xxxi, 300p.ill. : 24cm.;
Series:
Series in financial economics and quantitative analysis
Subject:
Finance - Econometric models. -
Subject:
Time-series analysis. -
Notes:
Includes bibliographical references and index.
ISBN:
0-471-97464-1bound
Nonlinear modelling of high frequency financial time series
Dunis, Christian
Nonlinear modelling of high frequency financial time series
/ edited by Christian Dunis, Bin Zhou - Chichester [England] : John Wiley & Sons, c1998. - xxxi, 300p. ; ill. ; 24cm.. - (Series in financial economics and quantitative analysis).
Includes bibliographical references and index..
ISBN 0-471-97464-1
Finance - Econometric models.Time-series analysis.
Zhou, Bin
Nonlinear modelling of high frequency financial time series
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