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Non-Linear Time Series Models in Empirical Finance

by Philip Hans Franses , Dick Van Dijk , Dick Van Dijk
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Current price ₹13,870.00
Original price ₹14,170.00
Original price ₹14,170.00
Original price ₹14,170.00
(-2%)
₹13,870.00
Current price ₹13,870.00

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Book cover type: Hardcover
  • ISBN13: 9780521770415
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 298
  • Original Price: GBP 109.0
  • Language: English
  • Edition: N/A
  • Item Weight: 735 grams
  • BISAC Subject(s): Finance / General

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.

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