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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Tác giả chính: | |
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Tác giả khác: | |
Định dạng: | Sách |
Ngôn ngữ: | Tiếng Anh |
Được phát hành: |
London
Cambridge University Press
2008
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Những chủ đề: | |
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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 |