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{ "item_title" : "Non-Linear Time Series Models in Empirical Finance", "item_author" : [" Philip Hans Franses", "Dick Van Dijk", "Dick Van Dijk "], "item_description" : "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.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/52/177/965/0521779650_b.jpg", "price_data" : { "retail_price" : "95.00", "online_price" : "95.00", "our_price" : "95.00", "club_price" : "95.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Non-Linear Time Series Models in Empirical Finance|Philip Hans Franses

Non-Linear Time Series Models in Empirical Finance

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Overview

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.

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Details

  • ISBN-13: 9780521779654
  • ISBN-10: 0521779650
  • Publisher: Cambridge University Press
  • Publish Date: July 2000
  • Dimensions: 9.64 x 6.84 x 0.75 inches
  • Shipping Weight: 1.3 pounds
  • Page Count: 298

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