01181nam a2200205Ia 4500 CTU_153523 210402s9999 xx 000 0 und d 332.01 F835 Franses, Philip Hans Nonlinear time series models in empirical finance Philip Hans Franses, Dick van Dijk New York Cambridge University Press 2000 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 Finance,Tài chính Mathematical models,Mô hình toán học Tuyến Trung tâm Học liệu Trường Đại học Cần Thơ