Nonlinear time series analysis with applications to foreign exchange rate volatility
By: Christian M. Hafner.
Series: Contributions to economics
Publisher: Physica-Verlag
Published: 1997
Place of publication: Heidelberg; New York
Language: eng
Number of pages: 222
Subjects: Foreign exchange rates -- Mathematical models; Time-series analysis
Notes: Includes bibliographical references and index.
"With 82 figures and 29 tables."