Book is in very good condition. Cover has moderate rubbing, page edges have faint toning, inner covers have light toning and edges have light wear. Otherwise book has tight binding with clean and bright pages. Seller Inventory # 970340

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Bibliographic Details

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

Publisher: Cambridge University Press

Publication Date: 2000

Binding: Paperback

Condition: Very Good

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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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