Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance)

ISBN 10: 1461373344 ISBN 13: 9781461373346

Published by Springer, 2012

Language: English

Condition: New Soft cover

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Bibliographic Details

Title

Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance)

Publisher

Springer

Publication Date

2012

Language

English

ISBN 10

1461373344

ISBN 13

9781461373346

Binding

Soft cover

Condition

New

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Synopsis

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

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