Non-Linear Time Series Models in Empirical Finance

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Non-Linear Time Series Models in Empirical Finance
By Philip Hans Franses, Dick van Dijk
Publisher: Cambridge University Press; 1 edition | 2000 | 296 Pages | ISBN: 0521770416 | PDF | 3.39 MB

“

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.

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关键词：Time Series Empirical Finance Linear Series Finance models time Empirical Series

什么是博？什么是渊？两者关系式是么？

liuqi99 发表于 2010-8-13 16:04
什么是博？什么是渊？两者关系式是么？

博是读书的广度，广读书，有丰富的知识面。渊是深度，在广博的知识面基础上，选定一个自己喜欢的方向，加紧专研，做到渊。因为前面广博的知识储备，你在专供一个方向的时候会相互印证，比别人有更多的视野和角度。

楼主降价真及时啊，我刚买了你就降了，感觉还不错，呵呵，书是好书，可惜目录不知道咋了，就一页

thanks a lot!

good book, thanks

幻影斩 发表于 2010-8-13 22:05
楼主降价真及时啊，我刚买了你就降了，感觉还不错，呵呵，书是好书，可惜目录不知道咋了，就一页

哦，我就这一本了，可能不全，还请见谅啊。

不错的哦，看看再说！

论坛有免费的