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Nonlinear modeling of economic and financial time-series /
Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, U.K. :
Emerald,
2010.
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| Colección: | International symposia in economic theory and econometrics ;
20. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
| Sumario: | Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications. |
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| Descripción Física: | 1 online resource (xvii, 205 pages) : illustrations |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780857244901 0857244906 1282964127 9781282964129 9786612964121 661296412X |
| ISSN: | 1571-0386 ; |