Cookies on oxfam

We use cookies to ensure that you have the best experience on our website. If you continue browsing, we’ll assume that you are happy to receive all our cookies. You can change your cookie settings at any time. Find out more Accept

  • Grows vegetables
  • Fills classrooms
  • Drills wells
  • Empowers women
  • Fights poverty
  • Free Uk delivery on all gifts
    Or you can add a donation at checkout
  • Personalise your gift at checkout
    Add a personal message, ecard or card front
  • Add a 'Little Extra' at checkout
    Add-on gifts available (including chocolate!)

Feedback

Free returns

-

£3.95 UK delivery

-

All profits fight poverty

Keep up with Oxfam's Online Shop

Subscribe to our newsletter for all our latest updates, offers and promotions.

sign up to newsletter
© 2015. Oxfam is a registered charity in England and Wales (no 202918) and Scotland (SC039042). Oxfam GB is a member of Oxfam International.

Non-Linear Time Series Models in Empirical Finance

£10.00

Product description

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook, first published in 2000, provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt.
The cover shows signs of handling and there is a name on the inside front page, but this is a good clean copy.

Item details

Author(s):
Franses, Philip Hans; van Dijk, Dick
Condition:
Used: good
Dimensions:
24.5 x 17.4 x 2cm
Edition:
2000
Format:
Paperback
ISBN-10:
0521779650
ISBN-13:
9780521779654
Number of pages:
280
Publisher:
Cambridge University Press
Title:
Non-Linear Time Series Models in Empirical Finance

Standard UK Delivery (£3.95 per order)

Delivery FAQs

Ts & Cs
Delivery FAQs

Free returns

within 28 days.
Returns policy

About this item

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook, first published in 2000, provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt.
The cover shows signs of handling and there is a name on the inside front page, but this is a good clean copy.

Author(s):
Franses, Philip Hans; van Dijk, Dick
Condition:
Used: good
Dimensions:
24.5 x 17.4 x 2cm
Edition:
2000
Format:
Paperback
ISBN-10:
0521779650
ISBN-13:
9780521779654
Number of pages:
280
Publisher:
Cambridge University Press
Title:
Non-Linear Time Series Models in Empirical Finance

Delivery & returns

This item will be dispatched to UK addresses via second class post within 2 working days of receipt of your order. Standard UK delivery is £3.95 per order, so you're only charged once no matter how many items you have in your basket. Any additional courier charges will be applied at checkout as they vary depending on delivery address.

This item will be dispatched to UK addresses via second class post within 2 working days of receipt of your order. Standard UK delivery is currently free, no matter how many items you have in your basket. Any additional courier charges will be applied at checkout as they vary depending on delivery address.

You can find out more about delivery and returns in our help section.

We offer a no quibble returns policy as follows:

Wedding dresses: 28 days

Overseas returns: 31 days

Everything else: 28 days


This item is also available for international delivery by airmail, carrying a mandatory delivery charge of:

Europe: £6.50

Outside Europe: £11.50

Volunteer listed

Wonder how this unique item ended up online?

Most of the second-hand items you see online have been donated, by supporters like you, to our high street stores. Each item is then priced, photographed and listed on this site by our amazing team of volunteers from across the country.

After you have bought your item, our team of volunteers package and dispatch it from the Shop straight to you or your chosen recipient.

All profits from the sales of our goods go towards funding Oxfam's work around the world. We rely on your donations to sell online so please keep the cycle of goodness going!

To find out more about volunteering with Oxfam, please visit our how to volunteer page.

Oxfam Books & Music Beaconsfield

Oxfam Books and Music Beaconsfield, in Buckinghamshire, is situated in this desirable, thriving, and historically interesting small market town, located approximately one mile from junction 2 of the M40 motorway. Some 30 miles from central London, it is well served by a main line train service, and local buses.  Our new store can be found in the heart of the main shopping area, next to the existing Oxfam shop, opposite Waitrose, and close to the famous Model Village, beloved by children and adults alike. Our books and music shop offers a wide selection of books, from modern fiction and leisure interest to more specialist subjects, classics, and rare or collectable books as well as a good selection of vinyl, CDs and DVDs.

View Shop