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Book Categories |
| List of figures | ||
| List of tables | ||
| Preface | ||
| 1 | Introduction | 1 |
| 2 | Some concepts in time series analysis | 20 |
| 3 | Regime-switching models for returns | 69 |
| 4 | Regime-switching models for volatility | 135 |
| 5 | Artificial neural networks for returns | 206 |
| 6 | Conclusions | 251 |
| Bibliography | 254 | |
| Author index | 272 | |
| Subject index | 277 |
| Price | Condition | Delivery | Seller | Action |
| $133.00 | Digital |
| WonderClub |
Gary Grasser
reviewed Non-Linear Time Series Models in Empirical Finance on June 13, 2019
Non-Linear Time Series Models in Empirical Finance
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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Add 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-d, Non-Linear Time Series Models in Empirical Finance to the inventory that you are selling on WonderClubX
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Add 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-d, Non-Linear Time Series Models in Empirical Finance to your collection on WonderClub |
