HOME > Detail View

Detail View

Nonlinear time series models in empirical finance

Nonlinear time series models in empirical finance (Loan 12 times)

Material type
단행본
Personal Author
Franses, Philip Hans, 1963- Dijk, Dick van.
Title Statement
Nonlinear time series models in empirical finance / Philip Hans Franses, Dick van Dijk.
Publication, Distribution, etc
Cambridge, UK ;   New York :   Cambridge University Press,   2000.  
Physical Medium
xvi, 280 p. : ill. ; 26 cm.
ISBN
0521770416 0521779650 (pbk.)
Bibliography, Etc. Note
Includes bibliographical references (p. 254-271) and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models. Time-series analysis.
000 00938camuu22002774a 4500
001 000000826929
005 20030829155732
008 991206s2000 enka b 001 0 eng
010 ▼a 99088504
020 ▼a 0521770416
020 ▼a 0521779650 (pbk.)
040 ▼a DLC ▼c DLC ▼d C#P ▼d UKM ▼d 211009
042 ▼a pcc
049 1 ▼l 111248725
050 0 0 ▼a HG106 ▼b .F73 2000
082 0 0 ▼a 332/.01/5118 ▼2 21
090 ▼a 332.015118 ▼b F835n
100 1 ▼a Franses, Philip Hans, ▼d 1963-
245 1 0 ▼a Nonlinear time series models in empirical finance / ▼c Philip Hans Franses, Dick van Dijk.
260 ▼a Cambridge, UK ; ▼a New York : ▼b Cambridge University Press, ▼c 2000.
300 ▼a xvi, 280 p. : ▼b ill. ; ▼c 26 cm.
504 ▼a Includes bibliographical references (p. 254-271) and index.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Time-series analysis.
700 1 ▼a Dijk, Dick van.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.015118 F835n Accession No. 111248725 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Sejong Academic Information Center/Social Science/ Call Number 332.015118 F835n Accession No. 151088477 Availability Available Due Date Make a Reservation Service
No. 3 Location Sejong Academic Information Center/Stacks(Preservation)/ Call Number 332.015118 F835n Accession No. 151105893 Availability Available Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.015118 F835n Accession No. 111248725 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.015118 F835n Accession No. 151088477 Availability Available Due Date Make a Reservation Service
No. 2 Location Sejong Academic Information Center/Stacks(Preservation)/ Call Number 332.015118 F835n Accession No. 151105893 Availability Available Due Date Make a Reservation Service

Contents information

Table of Contents

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. Conclusion.


Information Provided By: : Aladin

New Arrivals Books in Related Fields

Kostolany, André (2021)