Nonlinear Time Series Analysis of Economic and Financial Data
ISBN:
9781461373346
Auflage:
Softcover reprint of the original 1st ed. 1999
Verlag:
Springer US
Land des Verlags:
Deutschland
Erscheinungsdatum:
05.11.2012
Herausgeber:
Reihe:
Dynamic Modeling and Econometrics in Economics and Finance
Format:
Softcover
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
