| Record ID | marc_loc_2016/BooksAll.2016.part28.utf8:35484354:1092 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part28.utf8:35484354:1092?format=raw |
LEADER: 01092cam a22002894a 4500
001 99088504
003 DLC
005 20030123084420.0
008 991206s2000 enka b 001 0 eng
010 $a 99088504
020 $a0521770416
020 $a0521779650 (pbk.)
040 $aDLC$cDLC$dDLC
042 $apcc
050 00 $aHG106$b.F73 2000
082 00 $a332/.01/5118$221
100 1 $aFranses, Philip Hans,$d1963-
245 10 $aNonlinear time series models in empirical finance /$cPhilip Hans Franses, Dick van Dijk.
260 $aCambridge, UK ;$aNew York :$bCambridge University Press,$c2000.
300 $axvi, 280 p. :$bill. ;$c26 cm.
504 $aIncludes bibliographical references (p. 254-271) and index.
650 0 $aFinance$xMathematical models.
650 0 $aTime-series analysis.
700 1 $aDijk, Dick van.
856 41 $3Sample text$uhttp://www.loc.gov/catdir/samples/cam032/99088504.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/description/cam0210/99088504.html
856 41 $3Table of contents$uhttp://www.loc.gov/catdir/toc/cam021/99088504.html