Nonlinear time series models in empirical finance

Philip Hans Franses and Dick van Dijk

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

MoreLess

Year of publication:	2000
Authors:	Franses, Philip Hans ; Dijk, Dick van
Publisher:	Cambridge, UK : Cambridge University Press
Subject:	Zeitreihenanalyse \| Time series analysis \| Unternehmensfinanzierung \| Corporate finance \| Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Neuronale Netze \| Neural networks \| Theorie \| Theory \| Nichtlineare Regression \| Nonlinear regression \| Finanzmathematik

Extent:	1 Online-Ressource (xvi, 280 pages) Illustrationen, Diagramme
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references (p. 254-271) and index Cover; Half-title; Title; Copyright; Dedication; Contents; Figures; Tables; Preface; 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 Conclusions; Bibliography; Author index; Subject index; Electronic reproduction; Available via World Wide Web
ISBN:	0-511-03408-3 ; 0-521-77041-6 ; 0-521-77965-0 ; 978-0-521-77041-5
Classification:	Mathematische Statistik ; Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012672526