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- Išsiųsime per 12–18 d.d.
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- Autorius: Philip Hans Franses
- Leidėjas: Cambridge University Press
- ISBN-10: 0521770416
- ISBN-13: 9780521770415
- Formatas: 17.8 x 25.4 x 1.8 cm, kieti viršeliai
- Kalba: Anglų
Non-Linear Time Series Models in Empirical Finance (el. knyga) (skaityta knyga) | knygos.lt
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Aprašymas
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.
- Autorius: Philip Hans Franses
- Leidėjas: Cambridge University Press
- ISBN-10: 0521770416
- ISBN-13: 9780521770415
- Formatas: 17.8 x 25.4 x 1.8 cm, kieti viršeliai
- Kalba: Anglų
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.
Atsiliepimai