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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, July of 2000 ‧
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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 treatment of non-linear models, including regime-switching and artificial neural networks.

Non-Linear Time Series Models In Empirical Finance

by Philip Hans Franses, Dick Van (Erasmus Universiteit Rotterdam) Dijk e Philip Hans (Erasmus Universiteit Rotterdam) Franses

Property Description
ISBN: 9780521779654
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: July of 2000
Language: English
Cover: Softcover
Pages: 298
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780521779654