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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主要作者: Franses, Philip Hans
其他作者: Dijk, Dick van
格式: 圖書
語言:英语
出版: London Cambridge University Press 2008
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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