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1. |
Record Nr. |
UNINA9910707907103321 |
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Autore |
Zapp Alfred D (Alfred Dexter), <1916-1962, > |
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Titolo |
Bauxite in areas adjacent to and between the Springvale and Andersonville districts, Georgia / / by Alfred D. Zapp and Lorin D. Clark |
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Pubbl/distr/stampa |
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Washington, D.C. : , : United States Department of the Interior, Geological Survey, , 1965 |
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Washington, D.C. : , : Government Printing Office |
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Descrizione fisica |
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1 online resource (iii, 10 pages, 1 page of plate) : maps |
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Collana |
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Geological Survey bulletin ; ; 1199-H |
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Soggetti |
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Bauxite - Georgia |
Bauxite |
Georgia |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from title screen (viewed July 24, 2014). |
Additional title page description: "Distribution and occurence of low-grade bauxite deposits." |
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Nota di bibliografia |
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Includes bibliographical references (page 10). |
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2. |
Record Nr. |
UNINA9910780071503321 |
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Autore |
Franses Philip Hans <1963-> |
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Titolo |
Nonlinear time series models in empirical finance / / Philip Hans Franses, Dick van Dijk [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2000 |
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ISBN |
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1-107-11898-0 |
1-280-15463-2 |
0-511-11827-9 |
0-511-15217-5 |
0-511-32333-6 |
0-511-75406-X |
0-511-04932-3 |
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Descrizione fisica |
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1 online resource (xvi, 280 pages) : digital, PDF file(s) |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Time-series analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references (p. 254-271) and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook, first published in 2000, provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated |
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volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt. |
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