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Non-Linear Time Series Models in Empirical Finance
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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.
Cambridge University Press; July 2000
298 pages; ISBN 9780511034084
Read online, or download in secure PDF format
298 pages; ISBN 9780511034084
Read online, or download in secure PDF format
