Nonlinear Time Series Analysis of Economic and Financial Data
ISBN:
978-0-7923-8379-6
Auflage:
1999
Verlag:
Springer, Springer US
Land des Verlags:
Deutschland
Erscheinungsdatum:
31.01.1999
Herausgeber:
Reihe:
Dynamic Modeling and Econometrics in Economics and Finance
Format:
Hardcover
Seitenanzahl:
373
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Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Schlagwörter
