This 2000 volume reviews non-linear time series models, and their applications to financial markets.
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Paperback. Zustand: Good. 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. 00103672127
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Artikel-Nr. G0521779650I3N00
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Artikel-Nr. G0521779650I3N00
Anzahl: 1 verfügbar
Anbieter: Better World Books, Mishawaka, IN, USA
Zustand: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Artikel-Nr. 14252151-6
Anzahl: 1 verfügbar
Anbieter: Better World Books Ltd, Dunfermline, Vereinigtes Königreich
Zustand: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Artikel-Nr. 17539316-6
Anzahl: 1 verfügbar
Anbieter: Better World Books Ltd, Dunfermline, Vereinigtes Königreich
Zustand: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Artikel-Nr. 8812131-20
Anzahl: 1 verfügbar
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Artikel-Nr. GOR001878850
Anzahl: 1 verfügbar
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780521779654. Artikel-Nr. 8662908
Anzahl: 1 verfügbar
Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780521779654. Artikel-Nr. 9982839
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Anbieter: medimops, Berlin, Deutschland
Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Artikel-Nr. M00521779650-G
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