Non-Linear Time Series Models in Empirical Finance
Häftad bok. Cambridge University Press. 2002. xvi, 280 sidor.
Mycket gott skick. "This classroom-tested advanced undergraduate and graduate textbook – the most up to-date and accessible guide available – provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as ‘black boxes’. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt."
