Non-Linear Time Series Models in Empirical Finance

Тема в разделе "Иностранная литература", создана пользователем Aeroseo, 25 дек 2013.

  1. Aeroseo

    Aeroseo Борислав

    Philip Hans Franses
    Non-Linear Time Series Models in Empirical Finance

    [​IMG]

    Издательство: Cambridge University Press
    Жанр: Cambridge University Press

    Качество: Хорошее
    Страниц: 298
    Формат: pdf, fb2, epub

    This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.
     

    Вложения:

    Aeroseo, 25 дек 2013
    #1
  2. Kuppers

    Kuppers Милослав

    Спасибо за ваш труд!
     

    Kuppers, 25 дек 2013
    #2
  3. Aeroseo

    Aeroseo Борислав

    Пожалуйста.
     

    Aeroseo, 25 дек 2013
    #3
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