Non-linear time series models in empirical finance
Auteur :
Franses, Philip Hans / Dijk, Dick van
Éditeur :
Cambridge University Press
ISBN :
9780521770415
Date de publication :
27 juil. 2000
Dimensions :
25,4 x 17,8 x 1,7 cm
Poids :
740 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.