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...
Enregistré dans:
Auteur principal: | Franses, Philip Hans |
---|---|
Autres auteurs: | Dijk, Dick van |
Format: | Livre |
Langue: | anglais |
Publié: |
London
Cambridge University Press
2008
|
Sujets: | |
Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
-
Introduction to Time Series Modeling
par: Kitagawa Genshiro
Publié: (2013) -
Multivariate Tests for Time Series Models
par: Cromwell, Jeff B; Hannan, Michael J; Labys, Walter C; Terraz
Publié: (1994) -
Applied Time Series Analysis
par: Woodward Wayne A
Publié: (2012) -
Statistical Analysis of Time Series
par: Anderson T. W.
Publié: (1971) -
Time Series Analysis: Forecasting and Control
par: Box George E P; Jenkins Gwilym M , Reinsel Gregory C
Publié: (2016)