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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2000.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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-switching and artificial neural networks. |
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| Descripción Física: | 1 online resource (xvi, 280 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 254-271) and indexes. |
| ISBN: | 0511011008 9780511011009 0511118279 9780511118272 9780511754067 051175406X 9780511049323 0511049323 9786610154630 6610154635 0521779650 9780521779654 1107118980 9781107118980 1280154632 9781280154638 0511323336 9780511323331 |