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Bestseller
BestsellerE-book
Author Franses, Philip Hans, 1963-

Title Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.

Publication Info. Cambridge ; New York : Cambridge University Press, 2000.
Online access
Online eBook. Access restricted to current Rider University students, faculty, and staff.
Instructions for reading/downloading this eBook

Item Status

Description 1 online resource (xvi, 280 pages) : illustrations
Physical Medium polychrome
Description text file
Bibliography Includes bibliographical references (pages 254-271) and indexes.
Contents 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.
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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Finance -- Mathematical models.
Finance -- Mathematical models.
Time-series analysis.
Time-series analysis.
Maliye -- Matematiksel modeller.
Genre/Form Electronic books.
Subject Zaman serileri analizi.
Added Author Dijk, Dick van.
Other Form: Print version: Franses, Philip Hans, 1963- Nonlinear time series models in empirical finance. Cambridge ; New York : Cambridge University Press, 2000 0521770416 (DLC) 99088504 (OCoLC)42980231
ISBN 0511011008 (electronic book)
9780511011009 (electronic book)
0511118279 (electronic book)
9780511118272 (electronic book)
9780511754067 (electronic book)
051175406X (electronic book)
9780511049323 (electronic book)
0511049323 (electronic book)
0511152175
9780511152177
0521779650
9780521779654
9780521770415
0521770416

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