| Record ID | marc_columbia/Columbia-extract-20221130-006.mrc:259632706:1279 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-006.mrc:259632706:1279?format=raw |
LEADER: 01279mam a22003254a 4500
001 2726259
005 20221012232905.0
008 991206s2000 enka b 001 0 eng
010 $a 99088504
020 $a0521770416
020 $a0521779650 (pbk.)
035 $a(OCoLC)ocm42980231
035 $9ARH9722CU
035 $a2726259
040 $aDLC$cDLC$dC#P
042 $apcc
050 00 $aHG106$b.F73 2000
082 00 $a332/.01/5118$221
100 1 $aFranses, Philip Hans,$d1963-$0http://id.loc.gov/authorities/names/n93030490
245 10 $aNonlinear time series models in empirical finance /$cPhilip Hans Franses, Dick van Dijk.
246 14 $aNon-linear time series models in empirical finance
260 $aCambridge ;$aNew York :$bCambridge University Press,$c2000.
300 $axvi, 280 pages :$billustrations ;$c26 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. 254-271) and indexes.
650 0 $aFinance$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh85048260
650 0 $aTime-series analysis.$0http://id.loc.gov/authorities/subjects/sh85135430
700 1 $aDijk, Dick van.$0http://id.loc.gov/authorities/names/n99280856
852 00 $boff,bus$hHG106$i.F73 2000