Nonlinear Time Series Analysis of Economic and Financial Data

Nonlinear Time Series Analysis of Economic and Financial Data
Author :
Publisher : Springer Science & Business Media
Total Pages : 394
Release :
ISBN-10 : 9780792383796
ISBN-13 : 0792383796
Rating : 4/5 (96 Downloads)

Book Synopsis Nonlinear Time Series Analysis of Economic and Financial Data by : Philip Rothman

Download or read book Nonlinear Time Series Analysis of Economic and Financial Data written by Philip Rothman and published by Springer Science & Business Media. This book was released on 1999-01-31 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.


Nonlinear Time Series Analysis of Economic and Financial Data Related Books

Nonlinear Time Series Analysis of Economic and Financial Data
Language: en
Pages: 394
Authors: Philip Rothman
Categories: Business & Economics
Type: BOOK - Published: 1999-01-31 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past
Modelling Nonlinear Economic Time Series
Language: en
Pages: 592
Authors: Timo Teräsvirta
Categories: Business & Economics
Type: BOOK - Published: 2010-12-16 - Publisher: OUP Oxford

DOWNLOAD EBOOK

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonl
Nonlinear Econometric Modeling in Time Series
Language: en
Pages: 248
Authors: William A. Barnett
Categories: Business & Economics
Type: BOOK - Published: 2000-05-22 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Non-Linear Time Series Models in Empirical Finance
Language: en
Pages: 299
Authors: Philip Hans Franses
Categories: Business & Economics
Type: BOOK - Published: 2000-07-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Elements of Nonlinear Time Series Analysis and Forecasting
Language: en
Pages: 626
Authors: Jan G. De Gooijer
Categories: Mathematics
Type: BOOK - Published: 2017-03-30 - Publisher: Springer

DOWNLOAD EBOOK

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and re