Nonlinear time series models in empirical finance /
Franses, Philip Hans,
Nonlinear time series models in empirical finance / - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. :
Includes bibliographical references (p. 254-271) and index.
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.
0521770416 0521779650 (pbk.) 9780521779654
Finance - mathematical models
Time-series analysis.
HG106 / .F73 2000
332.01'5118 / FRA
Nonlinear time series models in empirical finance / - Cambridge, UK ; New York : Cambridge University Press, 2000. - xvi, 280 p. :
Includes bibliographical references (p. 254-271) and index.
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.
0521770416 0521779650 (pbk.) 9780521779654
Finance - mathematical models
Time-series analysis.
HG106 / .F73 2000
332.01'5118 / FRA