Non-Linear Time Series Models in Empirical Finance

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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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Bibliografiske detaljer
Hovedforfatter:	Franses, Philip Hans
Andre forfattere:	Dijk, Dick van
Format:	Bog
Sprog:	engelsk
Udgivet:	London Cambridge University Press 2008
Fag:	Finance - Mathematical Models Time - Series Analysis
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