ENGLISH

Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics

By Abdol S. Soofi , Liangyue Cao (auth.) , Liangyue Cao (eds.)

Book information

Publisher
Springer US
Year
2002
ISBN
978-1-4613-5310-2, 978-1-4615-0931-8
DOI
10.1007/978-1-4615-0931-8
Language
english
Format
PDF
Filesize
16 MB (17267601 bytes)
Series
Studies in Computational Finance 2
Edition
1
Pages
488\495
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Econometrics; Economic Theory; Finance/Investment/

Description

Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

Similar books