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Download Non-linear time series models in empirical finance by Philip Hans Franses, Dick van Dijk in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Non-linear time series models in empirical finance
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.
Detailed Information
| Author: | Philip Hans Franses, Dick van Dijk |
|---|---|
| Publication Year: | 2000 |
| ISBN: | 9780511011009 |
| Pages: | 297 |
| Language: | English |
| File Size: | 3.335 |
| Format: | |
| Price: | FREE |
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