Nonlinear time series models in empirical finance

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Keywords	(empirical) finance, non-linear models, time series
Publisher	Cambridge University Press
ISBN	978-0-521-77041-5
Persistent URL	hdl.handle.net/1765/2125
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Franses, P. H., & van Dijk, D. (2000). Nonlinear time series models in empirical finance. Retrieved from http://hdl.handle.net/1765/2125

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TimeSeriesModelsData2stind.xls Final Version , 285kb

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