Nonlinear modelling of high frequency financial time series

• Other Authors: Dunis, Christian (Editor), Zhou, Bin 1956- (Editor)
• Format: Book
• Language: English
• Published: Chichester, England Wiley 1998
• Series: Series in financial economics and quantitative analysis
• Subjects: Οικονομική, Μαθηματική; Οικονομική ανάλυση; Οικονομετρικά μοντέλα; Ανάλυση χρονολογικών σειρών
• Physical Description: xxxi, 300 p. fig. 24 cm.
• Bibliography: Includes bibliographical references and index
• ISBN: 0471974641