Franses, Philip Hans, 1963- Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. - Cambridge : Cambridge University Press, 2000. - xvi, 280 p. : ill. ; 25 cm. Includes bibliographical references and index. ISBN: 0521779650 (pbk.) RM120.29 LCCN: 99-088504 Subjects--Topical Terms: Finance--Mathematical models.Time-series analysis. Dewey Class. No.: 332/.01/5118