Nonlinear time series models in empirical finance /

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Bibliographic Details
Author / Creator:Franses, Philip Hans, 1963-
Imprint:Cambridge ; New York : Cambridge University Press, 2000.
Description:1 online resource (xvi, 280 pages) : illustrations
Language:English
Subject:Finance -- Mathematical models.
Time-series analysis.
BUSINESS & ECONOMICS -- Finance.
Finance -- Mathematical models.
Time-series analysis.
Finanzierungstheorie
Tijdreeksen.
Niet-lineaire modellen.
Bedrijfsfinanciering.
Finances -- Modèles mathématiques.
Séries chronologiques.
Économétrie.
Electronic books.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11117187
Hidden Bibliographic Details
Other authors / contributors:Dijk, Dick van.
ISBN:0511011008
9780511011009
0511118279
9780511118272
9780511754067
051175406X
9780511049323
0511049323
9786610154630
6610154635
0521779650
9780521779654
1107118980
9781107118980
1280154632
9781280154638
0511323336
9780511323331
0511152175
9780511152177
0521779650
9780521779654
9780521770415
0521770416
Digital file characteristics:data file
Notes:Includes bibliographical references (pages 254-271) and indexes.
English.
Print version record.
Summary:The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
Other form:Print version: Franses, Philip Hans, 1963- Nonlinear time series models in empirical finance. Cambridge ; New York : Cambridge University Press, 2000 0521770416
Standard no.:9780521779654