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Non-Linear Time Series Models in Empirical Finance
NonLinear Time Series Models in Empirical Finance
Author: Philip Hans Franses, Dick van Dijk
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 artifi...  more »
ISBN-13: 9780521770415
ISBN-10: 0521770416
Publication Date: 9/4/2000
Pages: 296
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
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