Non-Linear Time Series Models in Empirical Finance (Paperback)

Philip Hans Franses

ISBN 10: 0521779650 / ISBN 13: 9780521779654

Editore: Cambridge University Press, Cambridge, 2000

Riguardo questo articolo

Paperback. 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. Reviews recently developed non-linear time series models, and their applications to financial markets. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521779654

Dati bibliografici

Titolo: Non-Linear Time Series Models in Empirical ...

Casa editrice: Cambridge University Press, Cambridge

Data di pubblicazione: 2000

Legatura: Paperback

Condizione: new

Edizione: prima edizione

Descrizione articolo

Riassunto:

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

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.