Fr. 141.60

Dick Van Dijk, Philip Hans Franses, Philip Hans (Erasmus Universiteit Rotterd Franses, Philip Hans Dijk Franses, Dick van Dijk

Non-Linear Time Series Models in Empirical Finance

English · Paperback / Softback

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Description

Klappentext Reviews recently developed non-linear time series models! and their applications to financial markets. Zusammenfassung An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's 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. Inhaltsverzeichnis 1. Introduction; 2. Some concepts in time series analysis; 3. Regime-switching models for returns; 4. Regime-switching models for volatility; 5. Artificial neural networks for returns; 6. Conclusion.

Product details

Authors	Dick Van Dijk, Philip Hans Franses, Philip Hans (Erasmus Universiteit Rotterd Franses, Philip Hans Dijk Franses, Dick van Dijk
Publisher	Cambridge University Press ELT

Languages	English
Product format	Paperback / Softback
Released	27.07.2000

EAN	9780521779654
ISBN	978-0-521-77965-4
No. of pages	298
Subject	Social sciences, law, business > Business > Economics

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