{
"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.",
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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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