ISBN: 9780521779654 - non-linear time series models in empirical finance (24 Ergebnisse)

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.…

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.

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.…

Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

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.

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.

Paperback. Zustand: Very Good. Book is in very good condition. Cover has moderate rubbing, page edges have faint toning, inner covers have light toning and edges have light wear. Otherwise book has tight binding with clean and bright pages.

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. …

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. …

Paperback. Zustand: Used; Very Good. ***Simply Brit*** Welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there is something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality.…

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.

Zustand: New. This 2000 volume reviews non-linear time series models, and their applications to financial markets. Num Pages: 298 pages, 51 tables. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 246 x 176 x 19. Weight in Grams: 48. . 2000. 1st Edition. paperback. . . . . …

Paperback. Zustand: new. New Copy. Customer Service Guaranteed.

Zustand: New. This 2000 volume reviews non-linear time series models, and their applications to financial markets. Num Pages: 298 pages, 51 tables. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 246 x 176 x 19. Weight in Grams: 48. . 2000. 1st Edition. paperback. . . . . Books ship from the US and Ireland. …

Taschenbuch. 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.…

PF. Zustand: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Paperback / softback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Zustand: New. Print on Demand pp. 298 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.

Zustand: New. Print on Demand pp. 298.

Zustand: New. PRINT ON DEMAND pp. 298.

Paperback. Zustand: new. Paperback. This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt. Reviews recently developed non-linear time series models, and their applications to financial markets. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Kartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 treat. …

Taschenbuch. Zustand: Neu. Non-Linear Time Series Models in Empirical Finance | Philip Hans Franses (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2011 | Cambridge University Press | EAN 9780521779654 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. …