2110661
9780521770415
This advanced textbook provides a rigorous treatment of recently developed non-linear models for financial forecasting. The focus is on the potential applicability for describing and forecasting financial assets returns and their associated volatility.Franses, Philip Hans is the author of 'Non-Linear Time Series Models in Empirical Finance', published 0000 under ISBN 9780521770415 and ISBN 0521770416.
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