Franses, P. H. (2000). Nonlinear time series models in empirical finance. Cambridge University Press.
Chicago Edition CitationFranses, Philip Hans. Nonlinear Time Series Models in Empirical Finance. Cambridge: Cambridge University Press, 2000.
MLA Edition CitationFranses, Philip Hans. Nonlinear Time Series Models in Empirical Finance. Cambridge University Press, 2000.
Warning: These citations may not always be 100% accurate.