{"product_id":"non-linear-time-series-models-in-empirical-finance-9780521770415","title":"Non-Linear Time Series Models in Empirical Finance","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Philip Hans Franses,Dick Van Dijk\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/27\/2000\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 298\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.62lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 10.00h x 7.00w x 0.69d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780521770415\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Hardcover","offer_id":45397455437939,"sku":"9780521770415","price":319.95,"currency_code":"EUR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/files\/img_e1489ad2-7fd1-4927-841a-adea3ed91ae0.jpg?v=1787659312","url":"https:\/\/bookstorenmore.com\/en-de\/products\/non-linear-time-series-models-in-empirical-finance-9780521770415","provider":"Bookstore N More","version":"1.0","type":"link"}