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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Detalles Bibliográficos
Autor principal: Franses, Philip Hans
Otros Autores: Dijk, Dick van
Formato: Libro
Lenguaje:inglés
Publicado: London Cambridge University Press 2008
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Descripción
Sumario: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.
Descripción Física:xvi, 280 p.
ISBN:9780521779654