Nonlinear Time Series Models in Empirical Finance by Philip Hans Franses, Dick van Dijk

Nonlinear Time Series Models in Empirical Finance



Download Nonlinear Time Series Models in Empirical Finance




Nonlinear Time Series Models in Empirical Finance Philip Hans Franses, Dick van Dijk
Language: English
Page: 297
Format: pdf
ISBN: 0521779650, 9780521779654
Publisher: Cambridge University Press

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 non-linear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. Uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt. MORE EBOOKS:
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