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...
Na minha lista:
Autor principal: | Franses, Philip Hans |
---|---|
Outros Autores: | Dijk, Dick van |
Formato: | Livro |
Idioma: | inglês |
Publicado em: |
London
Cambridge University Press
2008
|
Assuntos: | |
Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
Registros relacionados
-
Introduction to Time Series Modeling
por: Kitagawa Genshiro
Publicado em: (2013) -
Multivariate Tests for Time Series Models
por: Cromwell, Jeff B; Hannan, Michael J; Labys, Walter C; Terraz
Publicado em: (1994) -
Applied Time Series Analysis
por: Woodward Wayne A
Publicado em: (2012) -
Statistical Analysis of Time Series
por: Anderson T. W.
Publicado em: (1971) -
Time Series Analysis: Forecasting and Control
por: Box George E P; Jenkins Gwilym M , Reinsel Gregory C
Publicado em: (2016)