Description: This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.
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Binding: Hardcover
Book Title: Non-Linear Time Series Models in Empirical Finance
Number of Pages: 298 Pages
Publication Name: Non-Linear Time Series Models in Empirical Finance
Language: English
Publisher: Cambridge University Press
Publication Year: 2000
Item Height: 0.7 in
Subject: Finance / General, Probability & Statistics / Time Series, Econometrics
Type: Textbook
Item Weight: 26.1 Oz
Author: Philip Hans Franses, Dick Van Dijk
Subject Area: Mathematics, Business & Economics
Item Length: 10 in
Item Width: 7 in
Format: Hardcover
