Non-Linear Time Series Models in Empirical Finance 1
bokomslag Non-Linear Time Series Models in Empirical Finance
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Non-Linear Time Series Models in Empirical Finance

Philip Hans Franses • Dick Van Dijk • Philip Hans Franses • Dick Van Dijk • Dick Van Dijk

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Andra format:

  • 298 sidor
  • 2000
An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
  • Författare: Philip Hans Franses, Dick Van Dijk, Philip Hans Franses, Dick Van Dijk, Dick Van Dijk
  • Format: Pocket/Paperback
  • ISBN: 9780521779654
  • Språk: Engelska
  • Antal sidor: 298
  • Utgivningsdatum: 2000-07-27
  • Förlag: Cambridge University Press

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