Non-Linear Time Series Models in Empirical Finance

Показать другие версии (1)

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...

Полное описание

Сохранить в:

Библиографические подробности
Главный автор:	Franses, Philip Hans
Другие авторы:	Dijk, Dick van
Формат:	‌
Язык:	английский
Опубликовано:	London Cambridge University Press 2008
Предметы:	Finance - Mathematical Models Time - Series Analysis
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

Схожие документы

Introduction to Time Series Modeling
по: Kitagawa Genshiro
Опубликовано: (2013)

Multivariate Tests for Time Series Models
по: Cromwell, Jeff B; Hannan, Michael J; Labys, Walter C; Terraz
Опубликовано: (1994)

Applied Time Series Analysis
по: Woodward Wayne A
Опубликовано: (2012)

Statistical Analysis of Time Series
по: Anderson T. W.
Опубликовано: (1971)

Practical Time series Analysis
по: Aileen Nielsen
Опубликовано: (2022)

Time Series Analysis: Forecasting and Control
по: Box George E P; Jenkins Gwilym M , Reinsel Gregory C
Опубликовано: (2016)

Design and Analysis of Time Series Experiments
по: McCleary, Richard

Analysis of financial time series
по: Tsay, Ruey S.
Опубликовано: (2010)

Analysis of Financial Time Series
по: Tsay, Ruey S
Опубликовано: (2010)

Analysis of Financial Time Series
по: Tsay, Ruey S
Опубликовано: (2010)

Analysis of Time Series: An Introduction
по: Chatfield,Chris
Опубликовано: (2017)

TIME SERIES ANALYSIS AND ITS APPLICATIONS
по: SHUMWAY ROBERT H
Опубликовано: (2017)

Time series analysis: with application in R
по: Cryer, J. D.
Опубликовано: (2008)

Time series analysis : with applications in R
по: Cryer, Jonathan D.
Опубликовано: (2008)

Multiple Time Series Models
по: Brandt, Patrick T; Williams, John T
Опубликовано: (2007)

Multiple Time Series Models
по: Brandt, Patrick T; Williams, John T
Опубликовано: (2007)

Time series analysis : univariate and multivariate methods
по: Wei, William W. S.
Опубликовано: (2019)

Time series analysis and its applications : with R examples
по: Shumway, Robert H.
Опубликовано: (2017)

Time Series Analysis and Its Applications with R Examples
по: Shumway,Robert H.
Опубликовано: (2008)

Time Series Analysis and Its Applications with R Examples
по: Shumway,Robert H.
Опубликовано: (2008)

Analysis of financial time series
по: Tsay,Ruey S.
Опубликовано: (2005)

Analysis of financial time series
по: Tsay,Ruey S.
Опубликовано: (2005)

Hidden Markov Models for Time Series : an Introduction Using R
по: Zucchini, Walter
Опубликовано: (2016)

Principled Agents?
по: Besley Timothy
Опубликовано: (2006)

Introduction to multi time series analysis
по: LUTKEPOHL HELMUT
Опубликовано: (2005)

NONLINEAR TIME SERIES MODELS IN EMPIRICAL FINANCE
по: FRANSES PHILIP HANS
Опубликовано: (2002)

Modern Generative AI with ChatGPT and Open AI Model
по: Alto,V

Time series analysis : forecasting and control
по: Box, George E. P.
Опубликовано: (2016)

Introduction to time series analysis and forecasting
по: Brockwell,P J
Опубликовано: (2016)

Time series Analysis and Its Applications
по: Shumway,Robert H.
Опубликовано: (2017)

Analysis of Financial Time Series
по: Tsay, Ruey S.
Опубликовано: (2014)

Portfolio Theory And Management
по: Baker Kent H
Опубликовано: (2013)

Understanding Analysis
по: Abbott Stephen
Опубликовано: (2010)

International Relations Theory and south Asia
по: Sridharan E
Опубликовано: (2011)

Practical Statistics for Data Scientists
по: Peter Bruce
Опубликовано: (2020)

E COMMERCE: STRATEGY, TECHNOLOGY AND IMPLEMENTATION
по: SCHNEIDER GARY P
Опубликовано: (2009)

E COMMERCE: CUTTING EDGE OF BUSINESS
по: BAJAJ KAMLESH
Опубликовано: (2009)

Introductory Time Series with R
по: Cowpertwait, Paul S.P
Опубликовано: (2009)

Introduction to time series and forecasting
по: Brockwell, Peter J.
Опубликовано: (2016)

Applied Econometric time series
по: Enders,Walter
Опубликовано: (2004)