Non-Linear Time Series Models in Empirical Finance. This item is unavailable.
Language: English
Published by Cambridge University Press, 2000
- Softcover
- Used
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- Title
- Non-Linear Time Series Models in Empirical Finance
- Author
- Franses, Philip Hans, van Dijk, Dick
- Publisher
- Cambridge University Press
- Publication year
- 2000
- Condition
- Very Good
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0521779650
- ISBN 13
- 9780521779654
- Item weight
- 1.303 pounds
- Dimensions
- N/A
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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