Non-Linear Time Series Models in Empirical Finance

Non-Linear Time Series Models in Empirical Finance An accessible guide to one of the fastest growing areas in financial analysis by one of Europess leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. Autor: Philip Hans (Erasmus Universiteit Rotterdam) Franses, Dick van (Erasmus Universiteit Rotterdam) Dijk Wydawnictwo: Cambridge University Press Rok wydania: 2000 Okładka: twarda Liczba stron: 298 Wymiary: 25.4 x 17.8 x 1.7 cm Ilustracje: 51 Tables, unspecified Język: angielski ISBN: 9780521770415