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.
|
| 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. |
Съдържание:
- 1.
- Introduction
- 2.
- Some concepts in time series analysis
- 3.
- Regime-switching models for returns
- 4.
- Regime-switching models for volatility
- 5.
- Artificial neural networks for returns
- 6.
- Conclusions.