Articoli correlati a Non-Linear Time Series Models in Empirical Finance
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This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Descrizione del libro
An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
Contenuti
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. Conclusion.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreCambridge University Press
- Data di pubblicazione2000
- ISBN 10 0521770416
- ISBN 13 9780521770415
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine298
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Condizioni: molto buonoillustrated boards, 280 pp Standard...
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Non-Linear Time Series Models in Empirical Finance
Editore:
Cambridge University Press, Cambridge, 2000
ISBN 10: 0521770416
ISBN 13: 9780521770415
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Hardcover. Condizione: Very good. Hardcover Octavo. illustrated boards, 280 pp Standard shipping (no tracking or insurance) / Priority (with tracking) / Custom quote for large or heavy orders. Codice articolo 96735
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Non-Linear Time Series Models in Empirical Finance
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. An accessible guide to one of the fastest growing areas in financial analysis by one of Europes s leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treat. Codice articolo 446946501
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Nonlinear Time Series Models in Empirical Finance
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Non-Linear Time Series Models in Empirical Finance (Hardcover)
Editore:
Cambridge University Press, Cambridge, 2000
ISBN 10: 0521770416
ISBN 13: 9780521770415
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Hardcover. Condizione: new. Hardcover. Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook - the most up to-date and accessible guide available - provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt. A guide to one of the fastest growing areas in financial analysis by one of Europe's leading teaching and researching teams. This textbook provides a treatment of non-linear models, including regime-switching and artificial neural networks. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521770415
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Non-Linear Time Series Models in Empirical Finance
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This 2000 volume reviews non-linear time series models, and their applications to financial markets. Codice articolo 9780521770415
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Non-Linear Time Series Models in Empirical Finance (Hardcover)
Editore:
Cambridge University Press, Cambridge, 2000
ISBN 10: 0521770416
ISBN 13: 9780521770415
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Prima edizione
Da: AussieBookSeller, Truganina, VIC, Australia
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Hardcover. Condizione: new. Hardcover. Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook - the most up to-date and accessible guide available - provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt. A guide to one of the fastest growing areas in financial analysis by one of Europe's leading teaching and researching teams. This textbook provides a treatment of non-linear models, including regime-switching and artificial neural networks. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521770415
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