{"product_id":"non-linear-time-series-models-in-empirical-finance-9780521770415","title":"Non-Linear Time Series Models in Empirical Finance","description":"\u003cp\u003e • Author(s): Philip Hans Franses | Dick Van Dijk | Dick Van Dijk\u003cbr\u003e • Publisher: Cambridge University Press\u003cbr\u003e • Publisher Imprint: Cambridge University Press\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003eThis 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.\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Hardcover","offer_id":46896518594711,"sku":"9780521770415","price":13870.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780521770415.webp?v=1770358776","url":"https:\/\/atlanticbooks.com\/products\/non-linear-time-series-models-in-empirical-finance-9780521770415","provider":"Atlantic Books","version":"1.0","type":"link"}