Articles liés à Non-Linear Time Series Models in Empirical Finance
Synopsis
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
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- ÉditeurCambridge University Press
- Date d'édition2000
- ISBN 10 0521770416
- ISBN 13 9780521770415
- ReliureRelié
- Langueanglais
- Nombre de pages298
- Coordonnées du fabricantnon disponible
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Non-Linear Time Series Models in Empirical Finance
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Cambridge University Press, Cambridge, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Ancien ou d'occasion
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Vendeur : San Francisco Book Company, Paris, France
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Hardcover. Etat : Very good. Hardcover Octavo. illustrated boards, 280 pp Standard shipping (no tracking or insurance) / Priority (with tracking) / Custom quote for large or heavy orders. N° de réf. du vendeur 96735
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Non-Linear Time Series Models in Empirical Finance
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Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Non-Linear Time Series Models in Empirical Finance
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Cambridge University Press, 2011
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
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Vendeur : moluna, Greven, Allemagne
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 treat. N° de réf. du vendeur 446946501
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Non-Linear Time Series Models in Empirical Finance
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Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
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Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 770. N° de réf. du vendeur C9780521770415
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Nonlinear Time Series Models in Empirical Finance
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Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
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Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Non-Linear Time Series Models in Empirical Finance
Edité par
Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 280 pages. 9.50x6.75x0.75 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521770416
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Nonlinear Time Series Models in Empirical Finance
Edité par
Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 837780-n
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Non-Linear Time Series Models in Empirical Finance (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
Couverture rigide
Edition originale
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. 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 - the most up to-date and accessible guide available - 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. A guide to one of the fastest growing areas in financial analysis by one of Europe's leading teaching and researching teams. This textbook provides a treatment of non-linear models, including regime-switching and artificial neural networks. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780521770415
Quantité disponible : 1 disponible(s)
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Non-Linear Time Series Models in Empirical Finance
Edité par
Cambridge University Press, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This 2000 volume reviews non-linear time series models, and their applications to financial markets. N° de réf. du vendeur 9780521770415
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Non-Linear Time Series Models in Empirical Finance (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2000
ISBN 10 : 0521770416
ISBN 13 : 9780521770415
Neuf
Couverture rigide
Edition originale
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Évaluation du vendeur 3 sur 5 étoiles
Hardcover. Etat : new. Hardcover. 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 - the most up to-date and accessible guide available - 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. A guide to one of the fastest growing areas in financial analysis by one of Europe's leading teaching and researching teams. This textbook provides a treatment of non-linear models, including regime-switching and artificial neural networks. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9780521770415
Quantité disponible : 1 disponible(s)