Non-Linear Time Series Models in Empirical Finance
Normal Price: $94.95
Your Price: $85.46 AUD, inc. GST
Shipping: $7.95 per order
You Save: $9.50! (10% off normal price)
Plus...earn $4.27 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses
Book DescriptionAlthough 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.
Buy Non-Linear Time Series Models in Empirical Finance book by Philip Hans Franses from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521779654
(247mm x 174mm x 16mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 27-Jul-2000
Country of Publication: United Kingdom
Books By Author Philip Hans Franses
Expert Adjustments of Model Forecasts, Hardback (October 2014)
Brings together current theoretical insights and new empirical results to examine expert adjustment of model forecasts from an econometric perspective.
Time Series Models for Business and Economic Forecasting, Hardback (April 2014)
Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.
Quantitative Models in Marketing Research, Paperback (June 2010)
This 2001 book presents important and practically relevant quantitative models used for marketing research.
Econometric Methods with Applications in Business and Economics, Hardback (March 2004)» View all books by Philip Hans Franses
Providing an understanding and experience of econometrics, this book covers basic econometric methods and addresses the creative process of model building. Using examples and exercises, it focuses on regression and covers choice data and time series data. It is aimed at undergraduate students, new graduate students, and applied researchers.
» Have you read this book? We'd like to know what you think about it - write a review about Non-Linear Time Series Models in Empirical Finance book by Philip Hans Franses and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.