Non-Linear Time Series Models in Empirical Finance

Non-Linear Time Series Models in Empirical Finance
Author :
Publisher : Cambridge University Press
Total Pages : 299
Release :
ISBN-10 : 9780521770415
ISBN-13 : 0521770416
Rating : 4/5 (15 Downloads)

Book Synopsis Non-Linear Time Series Models in Empirical Finance by : Philip Hans Franses

Download or read book Non-Linear Time Series Models in Empirical Finance written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2000-07-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2000 volume reviews non-linear time series models, and their applications to financial markets.


Non-Linear Time Series Models in Empirical Finance Related Books

Non-Linear Time Series Models in Empirical Finance
Language: en
Pages: 299
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2000-07-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Time Series Models for Business and Economic Forecasting
Language: en
Pages: 421
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2014-04-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares student
Nonlinear Time Series
Language: en
Pages: 249
Authors: Jiti Gao
Categories: Mathematics
Type: BOOK - Published: 2007-03-22 - Publisher: CRC Press

DOWNLOAD EBOOK

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and st
Elements of Nonlinear Time Series Analysis and Forecasting
Language: en
Pages: 626
Authors: Jan G. De Gooijer
Categories: Mathematics
Type: BOOK - Published: 2017-03-30 - Publisher: Springer

DOWNLOAD EBOOK

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and re
Modeling Financial Time Series with S-PLUS
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat