Publication

2000-09-04 - Cambridge University Press

Language

English

Word Count

74,000 words, Guess

Page Count

296 pages

Physical Format

Hardcover

Identifiers

  • ISBN-100521770416
  • ISBN-139780521770415
  • Better World Books9780521770415
  • Open LibraryOL7752850M

Classifications

  • LCCHG106 .F73 2000

First Sentence

This book deals with the empirical analysis of financial time series with an explicit focus on, first, describing the data in order to obtain insights into their dynamic patterns and, second, out-of-sample forecasting.

Subjects

Other Editions

  • Non-Linear Time Series Models in Empirical FinanceHardcoverCambridge University Press2000-09-04

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