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Synopsis
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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- PublisherCambridge University Press
- Publication date2000
- ISBN 10 0521770416
- ISBN 13 9780521770415
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages298
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Non-Linear Time Series Models in Empirical Finance
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Gebunden. Condition: 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. Seller Inventory # 446946501
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