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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Franses, Philip Hans
Beste egile batzuk: Dijk, Dick van
Formatua: Liburua
Hizkuntza:ingelesa
Argitaratua: London Cambridge University Press 2008
Gaiak:
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100 |a Franses, Philip Hans  |9 2153 
245 |a Non-Linear Time Series Models in Empirical Finance 
260 |a London  |b Cambridge University Press  |c 2008 
300 |a xvi, 280 p.  
520 |a 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. 
650 |a Finance - Mathematical Models  |9 2166 
650 |a Time - Series Analysis  |9 2154 
700 |a Dijk, Dick van  |9 2155