Non-Linear Time Series Models in Empirical Finance
Dick van (Erasmus Universiteit Rotterdam) Dijk, Philip Hans (Erasmus Universiteit Rotterdam) Franses
Cambridge University Press, 2000
164,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521770415
- ISBN-10
- 0521770416
- Publisher
- Cambridge University Press
- Year
- 2000
- Publication date
- 2000-07-27
- Pages
- 298
- Dimensions
- 185x261x27
- Weight
- 740