1. Introduction -- 2. Some concepts in time series analysis -- 3. Regime-switching models for returns -- 4. Regime-switching models for volatility -- 5. Artificial neural networks for returns -- 6. Conclusions
Summary
The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks
Bibliography
Includes bibliographical references (pages 254-271) and indexes
