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Nonlinear modelling of high frequency financial time series

Publication Data

Title Nonlinear modelling of high frequency financial time series
Contributors Christian Dunis, Bin Zhou
Publisher Wiley
Publication date 1998
Publication location Chichester
Language English

Topics

Finance :: Econometric models
Time-series analysis

Catalogue Data

OBNB ID GB9843752
ISBN 10 0471974641
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.015195

ISBD

P1053 xxxi,300p.
P1042 Includes bibliographical references and index.

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Nonlinear modelling of high frequency financial time series. ISBN 0471974641. Published by Wiley in 1998. Publication and catalogue information, links to buy online and reader comments.

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