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Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載

Non-Linear Time Series Models in Empirical Finance
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Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook, first published in 2000, provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt.

Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載

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發表於2024-11-09

Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載

Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載

Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載


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出版者:Cambridge University Press
作者:Philip Hans Franses
出品人:
頁數:298
譯者:
出版時間:2000-7-27
價格:GBP 43.99
裝幀:Paperback
isbn號碼:9780521779654
叢書系列:

圖書標籤: Finance   

Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載
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Non-Linear Time Series Models in Empirical Finance 2024 pdf epub mobi 電子書 下載

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