Nonlinear time series models in empirical finance /
The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime...
| Основен автор: | Franses, Philip Hans, 1963- |
|---|---|
| Други автори: | Dijk, Dick van. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Cambridge ; New York :
Cambridge University Press,
2000.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73100 |
| Подобни документи: |
Print version::
Nonlinear time series models in empirical finance. |
| Резюме: |
The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. |
|---|---|
| Физически характеристики: |
1 online resource (xvi, 280 pages) : illustrations |
| Библиография: |
Includes bibliographical references (pages 254-271) and indexes. |
| ISBN: |
0511011008 9780511011009 0511118279 9780511118272 9780511754067 051175406X 9780511049323 0511049323 |