Non-Linear Time Series Models in Empirical Finance

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Non-Linear Time Series Models in Empirical Finance

By Philip Hans Franses; Dick van Dijk

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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.

Subject: Business & Economics -> Economics -> Forecasting/Econometrics

Non-Linear Time Series Models in Empirical Finance
1st edition
Publisher: Cambridge University Press 7/27/00
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511034083
ISBN 13: 9780511034084
Print ISBN: 9780521770415

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