Book of Donmon Teith

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

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

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. R

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat