Non-Linear Time Series Models in Empirical Finance
Publisher: Cambridge University Press
Published: September 4, 2000
Language: eng
Format: Hardcover
Number of pages: 296
ISBN-13: 9780521770415
Subjects: Econometrics; Finance; Time-series analysis; Financial Economics (General); Time Series Analysis; Business & Economics; Business / Economics / Finance; Business/Economics; Probability & Statistics - General; Economics - General; Business & Economics / Econometrics; Finance--Mathematical models; Mathematical models
First sentence: This book deals with the empirical analysis of financial time series with an explicit focus on, first, describing the data in order to obtain insights into their dynamic patterns and, second, out-of-sample forecasting.