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Non-linear time series models in empirical finance

Non-linear time series models in empirical finance

Name: Non-linear time series models in empirical finance

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Philip Hans Franses, Erasmus Universiteit Rotterdam, Dick van Dijk, Erasmus Universiteit Rotterdam. Subjects: Economics, Econometrics and Mathematical Methods, Statistics and Probability, Statistics for Econometrics, Finance and Insurance. 2 - Some concepts in time series analysis. medcare-romania.com: Non-Linear Time Series Models in Empirical Finance ( ): Philip Hans Franses, Dick van Dijk: Books. Request PDF on ResearchGate | Non-Linear Time Series Models in Empirical Finance | Although many of the models commonly used in empirical finance are.

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate. By Philip Hans Franses and Dick van Dijk; Abstract: Although many of the models commonly used in empirical finance are linear, the nature of financial data. Available in National Library (Singapore). Author: Franses, Philip Hans,, Length: xvi, p.: Identifier:

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