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Nonlinear time series models in empirical finance /

The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime...

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Detalles Bibliográficos
Clasificación:	Libro Electrónico
Autor principal:	Franses, Philip Hans, 1963-
Otros Autores:	Dijk, Dick van
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Cambridge ; New York : Cambridge University Press, 2000.
Temas:	Finance > Mathematical models. Time-series analysis. Finances > Modèles mathématiques. Série chronologique. BUSINESS & ECONOMICS > Finance. Finance > Mathematical models Time-series analysis Finanzierungstheorie Tijdreeksen. Niet-lineaire modellen. Bedrijfsfinanciering. Séries chronologiques. Économétrie.
Acceso en línea:	Texto completo

MARC


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245	1	0	\|a Nonlinear time series models in empirical finance / \|c Philip Hans Franses, Dick van Dijk.
260			\|a Cambridge ; \|a New York : \|b Cambridge University Press, \|c 2000.
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505	0	0	\|g 1. \|t Introduction -- \|g 2. \|t Some concepts in time series analysis -- \|g 3. \|t Regime-switching models for returns -- \|g 4. \|t Regime-switching models for volatility -- \|g 5. \|t Artificial neural networks for returns -- \|g 6. \|t Conclusions.
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Nonlinear time series models in empirical finance /

MARC

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