Non-Linear Time Series Models in Empirical Finance

An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including re...

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Autor principal: Franses, Philip Hans
Altres autors: Dijk, Dick van
Format: Llibre
Idioma:anglès
Publicat: London Cambridge University Press 2008
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Descripció
Sumari:An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
Descripció física:xvi, 280 p.
ISBN:9780521779654