автор: Howell A M Tong

Contents:

• Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)
• Nonlinear State Space Model Approach to Financial Time Series with Time-Va …

Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other. After giving an informal overview of the …

Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on th …

This volume is the first in the new series Nonlinear Time Series and Chaos. The general aim of the series is to provide a bridge between the two communities by inviting prominent researchers in their …