Non-Linear Time Series Models in Empirical Finance

Show other versions (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...

Saved in:

書目詳細資料
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
主題:	Finance - Mathematical Models Time - Series Analysis
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Introduction to Time Series Modeling
由: Kitagawa Genshiro
出版: (2013)

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

Applied Time Series Analysis
由: Woodward Wayne A
出版: (2012)

Statistical Analysis of Time Series
由: Anderson T. W.
出版: (1971)

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

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

Analysis of Financial Time Series
由: Tsay, Ruey S
出版: (2010)

Analysis of Financial Time Series
由: Tsay, Ruey S
出版: (2010)

Analysis of Time Series: An Introduction
由: Chatfield,Chris
出版: (2017)

Analysis of financial time series
由: Tsay, Ruey S.
出版: (2010)

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

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

TIME SERIES ANALYSIS AND ITS APPLICATIONS
由: SHUMWAY ROBERT H
出版: (2017)

Multiple Time Series Models
由: Brandt, Patrick T; Williams, John T
出版: (2007)

Multiple Time Series Models
由: Brandt, Patrick T; Williams, John T
出版: (2007)

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

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

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

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

Analysis of financial time series
由: Tsay,Ruey S.
出版: (2005)

Analysis of financial time series
由: Tsay,Ruey S.
出版: (2005)

NONLINEAR TIME SERIES MODELS IN EMPIRICAL FINANCE
由: FRANSES PHILIP HANS
出版: (2002)

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

Introduction to multi time series analysis
由: LUTKEPOHL HELMUT
出版: (2005)

Principled Agents?
由: Besley Timothy
出版: (2006)

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

Time series Analysis and Its Applications
由: Shumway,Robert H.
出版: (2017)

Introduction to time series analysis and forecasting
由: Brockwell,P J
出版: (2016)

Analysis of Financial Time Series
由: Tsay, Ruey S.
出版: (2014)

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

Portfolio Theory And Management
由: Baker Kent H
出版: (2013)

International Relations Theory and south Asia
由: Sridharan E
出版: (2011)

Understanding Analysis
由: Abbott Stephen
出版: (2010)

Introductory Time Series with R
由: Cowpertwait, Paul S.P
出版: (2009)

Applied Econometric time series
由: Enders,Walter
出版: (2004)

Introduction to time series and forecasting
由: Brockwell, Peter J.
出版: (2016)

E COMMERCE: STRATEGY, TECHNOLOGY AND IMPLEMENTATION
由: SCHNEIDER GARY P
出版: (2009)

Introduction To Time Series Analysis and Forecasting
由: Montgomery,D C
出版: (2015)

Applied Econometric Time Series
由: Enders, Walter
出版: (2010)

Applied Econometric Time Series
由: Enders, Walter
出版: (2010)