你好! Tracked shipping to Taiwan with premium packaging for just NT$300 

Ship to
Taiwan
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance
Type
Physical Book
Publisher
Author
Language
English
Pages
299
Format
Paperback
Dimensions
23.4 x 15.6 x 1.7 cm
Weight
0.44 kg.
ISBN13
9781493952595
Categories

Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance

Ma, Jun ; Wohar, Mark (Author) · Springer · Paperback

Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance - Ma, Jun ; Wohar, Mark

Cheaper New Book Imported to Taiwan
Delivery: 28 Aug - 11 Sep Shipping: 12 to 16 business days.
NT$ 3,404
Faster New Book Imported to Taiwan
Delivery: 18 Aug - 26 Aug Shipping: 4 to 5 business days.
NT$ 4,649
NT$ 3,404

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance"

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Paperback.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews