Nonlinear time series models in empirical finance / / Philip Hans Franses, Dick van Dijk [[electronic resource]] |
Autore | Franses Philip Hans <1963-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
Descrizione fisica | 1 online resource (xvi, 280 pages) : digital, PDF file(s) |
Disciplina | 332/.01/5118 |
Soggetto topico |
Finance - Mathematical models
Time-series analysis |
ISBN |
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 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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 |
Record Nr. | UNINA-9910454677903321 |
Franses Philip Hans <1963->
![]() |
||
Cambridge : , : Cambridge University Press, , 2000 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Nonlinear time series models in empirical finance / / Philip Hans Franses, Dick van Dijk [[electronic resource]] |
Autore | Franses Philip Hans <1963-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
Descrizione fisica | 1 online resource (xvi, 280 pages) : digital, PDF file(s) |
Disciplina | 332/.01/5118 |
Soggetto topico |
Finance - Mathematical models
Time-series analysis |
ISBN |
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 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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 |
Record Nr. | UNINA-9910780071503321 |
Franses Philip Hans <1963->
![]() |
||
Cambridge : , : Cambridge University Press, , 2000 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Nonlinear time series models in empirical finance / / Philip Hans Franses, Dick van Dijk |
Autore | Franses Philip Hans <1963-> |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Cambridge, UK ; ; New York, : Cambridge University Press, 2000 |
Descrizione fisica | 1 online resource (xvi, 280 pages) : digital, PDF file(s) |
Disciplina | 332/.01/5118 |
Altri autori (Persone) | DijkDick van |
Soggetto topico |
Finance - Mathematical models
Time-series analysis |
ISBN |
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 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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 |
Record Nr. | UNINA-9910823240103321 |
Franses Philip Hans <1963->
![]() |
||
Cambridge, UK ; ; New York, : Cambridge University Press, 2000 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|