Nonlinear modelling of high frequency financial time series
By: edited by Christian Dunis and Bin Zhou.
Contributors: Dunis, Christian.; Zhou, Bin, 1956-
Series: Series in financial economics and quantitative analysis
Publisher: Wiley
Published: 1998
Place of publication: Chichester [England]; New York
Language: eng
Number of pages: 300
Subjects: Finance -- Econometric models.; Time-series analysis.
Notes: Includes bibliographical references and index.