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  1. Nonlinear time series models in empirical finance
    Published: 2000
    Publisher:  Cambridge University Press, Cambridge

    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. The most up-to-date and accessible guide to one of... more

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    Location:
    Hochschule Aalen, Bibliothek
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    E-Book EBSCO
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    Location:
    Hochschule Esslingen, Bibliothek
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    E-Book Ebsco
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    Location:
    Kühne Logistics University – KLU, Bibliothek
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    Location:
    Saarländische Universitäts- und Landesbibliothek
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    Location:
    Universitätsbibliothek der Eberhard Karls Universität
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    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. 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

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0511011008; 9780511011009; 0511118279; 9780511118272; 9780511754067; 051175406X
    Other identifier:
    9780521779654
    RVK Categories: QH 237
    Subjects: Finance; Time-series analysis; Finance; Finance; Time-series analysis; Maliye; Zaman serileri analizi; Finance ; Mathematical models; Time-series analysis; Finanzierungstheorie; Tijdreeksen; Niet-lineaire modellen; Bedrijfsfinanciering; Finances ; Modèles mathématiques; Séries chronologiques; Économétrie; BUSINESS & ECONOMICS ; Finance
    Scope: Online Ressource (xvi, 280 p.), ill.
    Notes:

    Includes bibliographical references (p. 254-271) and indexes. - Description based on print version record

    1.Introduction2.Some concepts in time series analysis3.Regime-switching models for returns4.Regime-switching models for volatility5.Artificial neural networks for returns6.Conclusions.