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Econometrics
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Wordery
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Cambridge university press
Non-Linear Time Series Models in Empirical Finance : Cambridge University Press : 9780521779654 : 0521779650 : 27 Jul 2000 : 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.
49.99 GBP
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