Nonlinear time series models in empirical finance /:
The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York :
Cambridge University Press,
2000.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. |
| Beschreibung: | 1 online resource (xvi, 280 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 254-271) and indexes. |
| ISBN: | 0511011008 9780511011009 0511118279 9780511118272 9780511754067 051175406X 9780511049323 0511049323 9786610154630 6610154635 0521779650 9780521779654 1107118980 9781107118980 1280154632 9781280154638 0511323336 9780511323331 |
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| 245 | 1 | 0 | |a Nonlinear time series models in empirical finance / |c Philip Hans Franses, Dick van Dijk. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2000. | ||
| 300 | |a 1 online resource (xvi, 280 pages) : |b illustrations | ||
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| 347 | |a data file | ||
| 504 | |a Includes bibliographical references (pages 254-271) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | 0 | |g 1. |t Introduction -- |g 2. |t Some concepts in time series analysis -- |g 3. |t Regime-switching models for returns -- |g 4. |t Regime-switching models for volatility -- |g 5. |t Artificial neural networks for returns -- |g 6. |t Conclusions. |
| 520 | |a The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Série chronologique. | |
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| 650 | 7 | |a Time-series analysis |2 fast | |
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| 776 | 0 | 8 | |i Print version: |a Franses, Philip Hans, 1963- |t Nonlinear time series models in empirical finance. |d Cambridge ; New York : Cambridge University Press, 2000 |z 0521770416 |w (DLC) 99088504 |w (OCoLC)42980231 |
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Datensatz im Suchindex
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| _version_ | 1816796894492360704 |
| adam_text | |
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| author | Franses, Philip Hans, 1963- |
| author2 | Dijk, Dick van |
| author2_role | |
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| author_GND | http://id.loc.gov/authorities/names/n93030490 |
| author_facet | Franses, Philip Hans, 1963- Dijk, Dick van |
| author_role | |
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| collection | ZDB-4-EBU |
| contents | Introduction -- Some concepts in time series analysis -- Regime-switching models for returns -- Regime-switching models for volatility -- Artificial neural networks for returns -- Conclusions. |
| ctrlnum | (OCoLC)51169002 |
| dewey-full | 332/.01/5118 |
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| dewey-raw | 332/.01/5118 |
| dewey-search | 332/.01/5118 |
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| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBU-ocm51169002 |
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| indexdate | 2024-11-26T14:48:56Z |
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| language | English |
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| spelling | Franses, Philip Hans, 1963- https://id.oclc.org/worldcat/entity/E39PBJjxw3KWKXQyq4gJbgrwmd http://id.loc.gov/authorities/names/n93030490 Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. Cambridge ; New York : Cambridge University Press, 2000. 1 online resource (xvi, 280 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 data file Includes bibliographical references (pages 254-271) and indexes. Print version record. 1. Introduction -- 2. Some concepts in time series analysis -- 3. Regime-switching models for returns -- 4. Regime-switching models for volatility -- 5. Artificial neural networks for returns -- 6. Conclusions. The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks. English. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Finances Modèles mathématiques. Série chronologique. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Time-series analysis fast Finanzierungstheorie gnd http://d-nb.info/gnd/4154418-3 Tijdreeksen. gtt Niet-lineaire modellen. gtt Bedrijfsfinanciering. gtt Finances Modèles mathématiques. ram Séries chronologiques. ram Économétrie. ram Electronic books. Dijk, Dick van. has work: Nonlinear time series models in empirical finance (Text) https://id.oclc.org/worldcat/entity/E39PCGtcd4rBM99hPMQCtcXMvb https://id.oclc.org/worldcat/ontology/hasWork Print version: Franses, Philip Hans, 1963- Nonlinear time series models in empirical finance. Cambridge ; New York : Cambridge University Press, 2000 0521770416 (DLC) 99088504 (OCoLC)42980231 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73100 Volltext |
| spellingShingle | Franses, Philip Hans, 1963- Nonlinear time series models in empirical finance / Introduction -- Some concepts in time series analysis -- Regime-switching models for returns -- Regime-switching models for volatility -- Artificial neural networks for returns -- Conclusions. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Finances Modèles mathématiques. Série chronologique. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Time-series analysis fast Finanzierungstheorie gnd http://d-nb.info/gnd/4154418-3 Tijdreeksen. gtt Niet-lineaire modellen. gtt Bedrijfsfinanciering. gtt Finances Modèles mathématiques. ram Séries chronologiques. ram Économétrie. ram |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 http://id.loc.gov/authorities/subjects/sh85135430 http://d-nb.info/gnd/4154418-3 |
| title | Nonlinear time series models in empirical finance / |
| title_alt | Introduction -- Some concepts in time series analysis -- Regime-switching models for returns -- Regime-switching models for volatility -- Artificial neural networks for returns -- Conclusions. |
| title_auth | Nonlinear time series models in empirical finance / |
| title_exact_search | Nonlinear time series models in empirical finance / |
| title_full | Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. |
| title_fullStr | Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. |
| title_full_unstemmed | Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk. |
| title_short | Nonlinear time series models in empirical finance / |
| title_sort | nonlinear time series models in empirical finance |
| topic | Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Finances Modèles mathématiques. Série chronologique. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast Time-series analysis fast Finanzierungstheorie gnd http://d-nb.info/gnd/4154418-3 Tijdreeksen. gtt Niet-lineaire modellen. gtt Bedrijfsfinanciering. gtt Finances Modèles mathématiques. ram Séries chronologiques. ram Économétrie. ram |
| topic_facet | Finance Mathematical models. Time-series analysis. Finances Modèles mathématiques. Série chronologique. BUSINESS & ECONOMICS Finance. Finance Mathematical models Time-series analysis Finanzierungstheorie Tijdreeksen. Niet-lineaire modellen. Bedrijfsfinanciering. Séries chronologiques. Économétrie. Electronic books. |
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| work_keys_str_mv | AT fransesphiliphans nonlineartimeseriesmodelsinempiricalfinance AT dijkdickvan nonlineartimeseriesmodelsinempiricalfinance |