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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Natura: | Libro |
Lingua: | inglese |
Pubblicazione: |
London
Cambridge University Press
2008
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Riassunto: | 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. |
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Descrizione fisica: | xvi, 280 p. |
ISBN: | 9780521779654 |