Designed for applied researchers, this book bridges the gap between theoretical knowledge and real-world application. It offers insights into econometric methods tailored for specific research inquiries, making it a valuable resource for academics. Additionally, students will benefit from its focus on proper research practices, enhancing their understanding of practical research challenges.
Philip Hans Franses Orden de los libros (cronológico)


Non-Linear Time Series Models in Empirical Finance
- 296 páginas
- 11 horas de lectura
This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.