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Nonlinear Time Series Analysis of Economic and Financial Data

Nonlinear Time Series Analysis of Economic and Financial Data

Hardcover

Series: Dynamic Modeling and Econometrics in Economics and Finance, Book 1

EconomicsGeneral Mathematics

ISBN10: 0792383796
ISBN13: 9780792383796
Publisher: Springer Nature
Published: Jan 31 1999
Pages: 373
Weight: 1.50
Height: 1.08 Width: 6.38 Depth: 9.50
Language: English
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.

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