Nonlinear time series models in empirical finance

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...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Franses, Philip Hans, 1963-
Other Authors: Dijk, Dick van
Format: Electronic eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2000
Subjects:
Finance > Mathematical models.
Time-series analysis.
Electronic books.
Local Note:ProQuest Ebook Central
Description
Summary: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.
Physical Description:1 online resource (xvi, 280 pages) : illustrations
Bibliography:Includes bibliographical references (pages 254-271) and indexes.
ISBN:0511011008
9780511011009
0511118279
9780511118272
9780511754067
051175406X
9780511049323
0511049323
9786610154630
6610154635
0521779650
9780521779654
1107118980
9781107118980
1280154632
9781280154638
0511323336
9780511323331
Language:English.
Source of Description, Etc. Note:Print version record.

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