click to view more
Non Linear Time Series Models in Empirical Finance
by [Franses, Philip Hans, Dijk, Dick van]
$178.14
List Price: $184.00
Save: $5.86 (3%)
Description
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.
Last updated on
Product Details
- Cambridge University Pres Brand
- Sep 4, 2000 Pub Date:
- 9780521770415 ISBN-13:
- 0521770416 ISBN-10:
- 298.0 pages Hardcover
- English Language
- 9.5 in * 0.75 in * 6.75 in Dimensions:
- 2 lb Weight:
Money Back
Love it! Use it! Reuse it!
Free Shipping
Shipping is on us
Free Support
24/24 available
