Nonlinear Modeling of Economic and Financial Time-Series (Hardcover)

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.

General

Imprint:	Emerald Publishing Limited
Country of origin:	United Kingdom
Series:	International Symposia in Economic Theory and Econometrics
Release date:	December 2010
First published:	2010
Editors:	Fredj Jawadi • William A. Barnett
Series editors:	William A. Barnett
Dimensions:	234 x 156 x 23mm (L x W x T)
Format:	Hardcover
Pages:	211
ISBN-13:	978-0-85724-489-5
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Business & Economics > Economics > Econometrics > General
LSN:	0-85724-489-2
Barcode:	9780857244895

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