Non-Linear Time Series Models in Empirical Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Philip Hans Franses 作者

Cambridge University Press

译者

2000-7-27 出版日期

298 页数

GBP 43.99 价格

Paperback

丛书系列

9780521779654 图书编码

Non-Linear Time Series Models in Empirical Finance 在线电子书图书标签: Finance

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Non-Linear Time Series Models in Empirical Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Non-Linear Time Series Models in Empirical Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

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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.

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