Franses, P. H., & Dijk, D. v. (2000). Non-linear time series models in empirical finance. Cambridge University Press.
Chicago Edition CitationFranses, Philip Hans, and Dick van Dijk. Non-linear Time Series Models in Empirical Finance. Cambridge: Cambridge University Press, 2000.
MLA Edition CitationFranses, Philip Hans, and Dick van Dijk. Non-linear Time Series Models in Empirical Finance. Cambridge University Press, 2000.
Warning: These citations may not always be 100% accurate.