東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Non-Linear Time Series Models in Emp...

Franses, Philip Hans.

Linked to FindBook

Google Book

Amazon

博客來

Non-Linear Time Series Models in Empirical Finance.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Non-Linear Time Series Models in Empirical Finance./
Author:	Franses, Philip Hans.
other author:	Dijk, Dick van.
Published:	Cambridge :Cambridge University Press, : 2000.,
Description:	298 p.
[NT 15003449]:	Cover; Half-title; Title; Copyright; Dedication; Contents; Figures; Tables; Preface; 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; Bibliography; Author index; Subject index
Subject:	Finance. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511754067Click here to view book
ISBN:	9780511754067 (electronic bk.)

Non-Linear Time Series Models in Empirical Finance.
Franses, Philip Hans.

Non-Linear Time Series Models in Empirical Finance.[electronic resource]. - Cambridge :Cambridge University Press,2000. - 298 p.

Cover; Half-title; Title; Copyright; Dedication; Contents; Figures; Tables; Preface; 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; Bibliography; Author index; Subject index

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511754067 (electronic bk.)Subjects--Topical Terms:

542899
Finance.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG106 .F73 2000eb

Dewey Class. No.: 332/.01/5118

Non-Linear Time Series Models in Empirical Finance.
LDR:01550nmm a22002893u 4500 001 1808878
003 AU-PeEL
005 20090601202836.0
006 m d
007 cr mn---------
008 231221t2000 ||| s |||||||eng|d
020 $a 9780511754067 (electronic bk.)
020 $a 9780521770415 (print)
035 $a EBL221487
035 $a EBL221487
035 $a 1808878
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HG106 .F73 2000eb
082 0 0 $a 332/.01/5118
100 1 $a Franses, Philip Hans. $3 1897947
245 1 0 $a Non-Linear Time Series Models in Empirical Finance. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2000.
300 $a 298 p.
505 0 $a Cover; Half-title; Title; Copyright; Dedication; Contents; Figures; Tables; Preface; 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; Bibliography; Author index; Subject index
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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Finance. $3 542899
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Dijk, Dick van. $3 741767
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521770415
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511754067