Non-Linear Time Series Models in Empirical Finance - 计量经济学与统计软件

0关注
11粉丝

教授VIP

学科带头人

36%

还不是VIP/贵宾

-

0%

威望: 0 级
论坛币: 848098 个
通用积分: 154.8601
学术水平: 27 点
热心指数: 34 点
信用等级: 18 点
经验: 24374 点
帖子: 1114
精华: 3
在线时间: 716 小时
注册时间: 2006-8-5
最后登录: 2018-1-26

楼主

zhushiyou 发表于 2007-7-7 13:50:00 |只看作者 |坛友微信交流群|倒序 |AI写论文

相似文件

换一批

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

134174.pdf (3.39 MB, 需要: 50 个论坛币)

Non-Linear Time Series Models in Empirical Finance
Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pages
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.