1295609
9780521779654
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' with ISBN 9780521779654 and ISBN 0521779650.
[read more]