Name: Non-Linear Time Series Models in Empirical Finance
Price: 2874.00 TWD
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Author: Philip Hans Franses
ISBN: 9780521779654

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Non-Linear Time Series Models in Empirical Finance

Type

Physical Book

Publisher

Cambridge University Press

Author

Philip Hans Franses

Year

2000

Language

English

Pages

298

Format

Paperback

Weight

1.30

ISBN

0521779650

ISBN13

9780521779654

Edition No.

Synopsis "Non-Linear Time Series Models in Empirical Finance "

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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Non-Linear Time Series Models in Empirical Finance - Philip Hans Franses

Synopsis "Non-Linear Time Series Models in Empirical Finance "

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