Philip Hans Franses: Non-Linear Time Series Models in Empirical Finance
Скачать книгу (размер 1 513 Kb , формат fb2, страниц 298) Аннотация: 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…