Can I read Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, 1) on EtoBox?

Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, 1) by Andrew J. Filardo, Stephen F. Gordon (auth.), Philip Rothman (eds.) is a nonfiction available to read on EtoBox.

What is Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, 1) about?

__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.

Who reads Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, 1)?

Author

Andrew J. Filardo, Stephen F. Gordon (auth.), Philip Rothman (eds.)

Publisher

Springer Science+Business Media, LLC

Published

1999

Language

EN

ISBN

9781461373346

Category

nonfiction

Subjects

Economics, Business, Finance