Non-Linear Time Series Models in Empirical Finance |
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| Author:
| Franses, Philip Hans
Dijk, Dick van |
| ISBN: | 978-0-511-15217-7 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital download and online |
| List Price: | Contact Supplier contact
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Book Description:
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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.
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.