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Non-Linear Time Series Models in Empirical Finance (Paperback) Loot Price: R1,665
Discovery Miles 16 650
Repayment Terms: R156 pm x 12*
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Non-Linear Time Series Models in Empirical Finance (Paperback): Philip Hans Franses, Dick van Dijk

Non-Linear Time Series Models in Empirical Finance (Paperback)

Philip Hans Franses, Dick van Dijk

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Loot Price R1,665 Discovery Miles 16 650 | Repayment Terms: R156 pm x 12*

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This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: July 2000
First published: 2000
Authors: Philip Hans Franses • Dick van Dijk
Dimensions: 245 x 174 x 19mm (L x W x T)
Format: Paperback - Trade
Pages: 298
ISBN-13: 978-0-521-77965-4
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-77965-0
Barcode: 9780521779654

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