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Nonlinear Time Series Analysis of Economic and Financial Data
Language: en
Pages: 379
Authors: Philip Rothman
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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
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

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

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This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Modeling Financial Time Series with S-PLUS
Language: en
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Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat
Modelling and Forecasting Financial Data
Language: en
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Authors: Abdol S. Soofi
Categories: Business & Economics
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Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. R