Non-Linear Time Series Models in Empirical Finance

(Bog, Hardback, Engelsk)
Forfattere: Philip Hans (Erasmus Universiteit Rotterdam) Franses, Dick van (Erasmus Universiteit Rotterdam) Dijk

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Forfattere Philip Hans (Erasmus Universiteit Rotterdam) Franses, Dick van (Erasmus Universiteit Rotterdam) Dijk
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 27-07-2000
Første udgivelsesår 2000
Illustrationer 51 Tables, unspecified
Originalsprog United Kingdom
Sideantal 298
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 298 pages, 51 Tables, unspecified
Mål 185 x 261 x 27
ISBN-13 / EAN-13 9780521770415