Non-Linear Time Series Models in Empirical Finance

by Dick van Dijk and Philip Hans Franses

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521779650
• ISBN13: 9780521779654
• Release Date: September 2000
• Publisher: Cambridge University Press
• Length: 298 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.8" x 6.8" x 9.6"