Nonlinear time series models in empirical finance
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 nonlinea...
שמור ב:
| מחבר ראשי: | |
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| פורמט: | ספר |
| שפה: | Undetermined |
| יצא לאור: |
New York
Cambridge University Press
2000
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| נושאים: | |
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הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| LEADER | 01181nam a2200205Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_153523 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 082 | |a 332.01 | ||
| 082 | |b F835 | ||
| 100 | |a Franses, Philip Hans | ||
| 245 | 0 | |a Nonlinear time series models in empirical finance | |
| 245 | 0 | |c Philip Hans Franses, Dick van Dijk | |
| 260 | |a New York | ||
| 260 | |b Cambridge University Press | ||
| 260 | |c 2000 | ||
| 520 | |a 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 | ||
| 650 | |a Finance,Tài chính | ||
| 650 | |x Mathematical models,Mô hình toán học | ||
| 904 | |i Tuyến | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||