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LEADER: 08781cam 2201465Ia 4500
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084 $aMAT 902f$2stub
084 $aMAT 634f$2stub
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100 1 $aFranses, Philip Hans,$d1963-
245 10 $aNonlinear time series models in empirical finance /$cPhilip Hans Franses, Dick van Dijk.
260 $aCambridge ;$aNew York :$bCambridge University Press,$c2000.
300 $a1 online resource (xvi, 280 pages) :$billustrations
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
340 $gpolychrome.$2rdacc$0http://rdaregistry.info/termList/RDAColourContent/1003
347 $adata file
504 $aIncludes bibliographical references (pages 254-271) and indexes.
588 0 $aPrint version record.
505 00 $g1.$tIntroduction --$g2.$tSome concepts in time series analysis --$g3.$tRegime-switching models for returns --$g4.$tRegime-switching models for volatility --$g5.$tArtificial neural networks for returns --$g6.$tConclusions.
520 $aThe 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.
546 $aEnglish.
650 0 $aFinance$xMathematical models.
650 0 $aTime-series analysis.
650 6 $aFinances$xModèles mathématiques.
650 6 $aSérie chronologique.
650 7 $aBUSINESS & ECONOMICS$xFinance.$2bisacsh
650 7 $aFinance$xMathematical models.$2fast$0(OCoLC)fst00924398
650 7 $aTime-series analysis.$2fast$0(OCoLC)fst01151190
650 7 $aFinanzierungstheorie$2gnd
650 17 $aTijdreeksen.$2gtt
650 17 $aNiet-lineaire modellen.$2gtt
650 17 $aBedrijfsfinanciering.$2gtt
650 7 $aFinances$xModèles mathématiques.$2ram
650 7 $aSéries chronologiques.$2ram
650 7 $aÉconométrie.$2ram
655 0 $aElectronic books.
655 4 $aElectronic books.
655 7 $aElectronic books.$2gtlm
700 1 $aDijk, Dick van.
776 08 $iPrint version:$aFranses, Philip Hans, 1963-$tNonlinear time series models in empirical finance.$dCambridge ; New York : Cambridge University Press, 2000$z0521770416$w(DLC) 99088504$w(OCoLC)42980231
856 40 $3Cambridge University Press$uhttps://doi.org/10.1017/CBO9780511754067
856 40 $3ebrary$uhttp://site.ebrary.com/id/2000895
856 40 $3EBSCOhost$uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=73100
856 40 $3MyiLibrary$uhttp://www.myilibrary.com?id=15463
856 40 $3ProQuest Ebook Central$uhttps://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=147327
856 40 $3ProQuest Ebook Central$uhttps://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=201447
856 40 $3Sample text$uhttp://catdir.loc.gov/catdir/samples/cam032/99088504.html
856 40 $3Scholars Portal$uhttp://books.scholarsportal.info/viewdoc.html?id=/ebooks/ebooks2/cambridge/2009-12-01/1/0521770416
856 40 $3VLeBooks$uhttp://www.vlebooks.com/vleweb/product/openreader?id=none&isbn=9780511323331
856 40 $uhttp://0-dx.doi.org.oasis.unisa.ac.za/10.1017/CBO9780511754067$zView full-text e-book at Cambridge. <BR> Access restricted to Unisa staff and students
856 40 $uhttp://0-dx.doi.org.lib.exeter.ac.uk/10.1017/CBO9780511754067$zAvailable via Cambridge Books Online. Please log in using your Exeter IT login, if prompted.
856 40 $uhttp://VH7QX3XE2P.search.serialssolutions.com/?V=1.0&L=VH7QX3XE2P&S=JCs&C=TC0000211968&T=marc&tab=BOOKS
856 41 $32000$uhttp://link.library.utoronto.ca/eir/EIRdetail.cfm?Resources__ID=1049306&T=F
856 41 $3Table of contents$uhttps://www.loc.gov/catdir/toc/cam021/99088504.html
856 41 $uhttp://link.library.utoronto.ca/eir/EIRdetail.cfm?Resources__ID=749357&T=F
856 42 $3Publisher description$uhttp://catdir.loc.gov/catdir/description/cam0210/99088504.html
856 41 $uhttps://site.ebrary.com/lib/touronv/Doc?id=2000895$zaccess the electronic book.
856 40 $uhttps://www.vlebooks.com/vleweb/product/openreader?id=none&isbn=9780511754067
856 40 $uhttps://ebookcentral.proquest.com/lib/uvic/detail.action?docID=201447
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