Non-Linear Time Series Models in Empirical Finance
Publisher: Cambridge University Press
Published: September 4, 2000
Language: eng
Format: Paperback
Number of pages: 296
ISBN-13: 9780521779654
Subjects: Finance; Business/Economics; Business & Economics; Business / Economics / Finance; Time-series analysis; Mathematical models; Econometrics; Economics - General; Business & Economics / Econometrics; Finance--Mathematical models; Probability & Statistics - General
First sentence: In this chapter we discuss several concepts that are useful for the analysis of time series with linear models, while some of them can also fruitfully be applied to nonlinear time series.