Related Books

Non-Linear Time Series Models in Empirical Finance
Language: en
Pages: 299
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2000-07-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Nonlinear Time Series Analysis of Economic and Financial Data
Language: en
Pages: 394
Authors: Philip Rothman
Categories: Business & Economics
Type: BOOK - Published: 1999-01-31 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past
Time Series Models for Business and Economic Forecasting
Language: en
Pages: 421
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2014-04-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares student
Nonlinear Time Series
Language: en
Pages: 249
Authors: Jiti Gao
Categories: Mathematics
Type: BOOK - Published: 2007-03-22 - Publisher: CRC Press

DOWNLOAD EBOOK

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and st
Nonlinear Time Series
Language: en
Pages: 548
Authors: Randal Douc
Categories: Mathematics
Type: BOOK - Published: 2014-01-06 - Publisher: CRC Press

DOWNLOAD EBOOK

This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA m