Nonlinear Modeling of Economic and Financial Time-Series
William A Barnett editor Fredj Jawadi editor
Format:Hardback
Publisher:Emerald Publishing Limited
Published:17th Dec '10
Currently unavailable, and unfortunately no date known when it will be back
Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications.
ISBN: 9780857244895
Dimensions: 234mm x 156mm x 23mm
Weight: 458g
211 pages