Non-Linear Time Series Models in Empirical Finance
(Sprache: Englisch)
Reviews recently developed non-linear time series models, and their applications to financial markets.
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Reviews recently developed non-linear time series models, and their applications to financial markets.Inhaltsverzeichnis zu „Non-Linear Time Series Models in Empirical Finance “
1. Introduction; 2. Some concepts in time series analysis; 3. Regime-switching models for returns; 4. Regime-switching models for volatility; 5. Artificial neural networks for returns; 6. Conclusion.
Bibliographische Angaben
- Autoren: Philip Hans Franses , Dick van Dijk
- 298 Seiten, Maße: 17 x 24,4 cm, Kartoniert (TB), Englisch
- Verlag: Cambridge University Press
- ISBN-10: 0521779650
- ISBN-13: 9780521779654
- Erscheinungsdatum: 19.05.2011
Sprache:
Englisch
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