Téléchargez le livre : Recent Advances in Estimating Nonlinear Models

Recent Advances in Estimating Nonlinear Models

With Applications in Economics and Finance de

,

Éditeur :

Springer


Paru le : 2013-09-24

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
94,94 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description
Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.
Pages
299 pages
Collection
n.c
Parution
2013-09-24
Marque
Springer
EAN papier
9781461480594
EAN EPUB
9781461480600
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
29
Taille du fichier
3779 Ko
Prix
94,94 €

Suggestions personnalisées