Verwandte Artikel zu Non-Linear Time Series Models in Empirical Finance
Inhaltsangabe
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, first published in 2000, 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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Neu kaufen
Diesen Artikel anzeigen
EUR 133,98
EUR 5,77 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & Dauer
Suchergebnisse für Non-Linear Time Series Models in Empirical Finance
Foto des Verkäufers
Non-Linear Time Series Models in Empirical Finance
Verlag:
Cambridge University Press, Cambridge, 2000
ISBN 10: 0521770416
ISBN 13: 9780521770415
Gebraucht
Hardcover
Anbieter: San Francisco Book Company, Paris, Frankreich
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Very good. Hardcover Octavo. illustrated boards, 280 pp Standard shipping (no tracking or insurance) / Priority (with tracking) / Custom quote for large or heavy orders. Artikel-Nr. 96735
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Non-Linear Time Series Models in Empirical Finance
Verlag:
Cambridge University Press, 2000
ISBN 10: 0521770416
ISBN 13: 9780521770415
Gebraucht
Hardcover
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.5. Artikel-Nr. G0521770416I4N00
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Non-Linear Time Series Models in Empirical Finance
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9780521770415_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Non-Linear Time Series Models in Empirical Finance
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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, first published in 2000, 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. Artikel-Nr. 9780521770415
Anzahl: 1 verfügbar