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Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past
Non-Linear Time Series Models in Empirical Finance
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Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such method
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Nonlinear Time Series
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This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time