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Non-Linear Time Series Models in Empirical Finance Franses, Philip Hans (Erasmus Universiteit Rotterdam)
Non-Linear Time Series Models in Empirical Finance
Franses, Philip Hans (Erasmus Universiteit Rotterdam)
An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
298 pages, 51 tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 27, 2000 |
| ISBN13 | 9780521770415 |
| Publishers | Cambridge University Press |
| Pages | 298 |
| Dimensions | 261 × 185 × 27 mm · 740 g |
| Language | English |
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