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© 2000

A Nonlinear Time Series Workshop

A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Book

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 2)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Douglas M. Patterson, Richard A. Ashley
    Pages 1-38
  3. Douglas M. Patterson, Richard A. Ashley
    Pages 39-49
  4. Douglas M. Patterson, Richard A. Ashley
    Pages 51-62
  5. Douglas M. Patterson, Richard A. Ashley
    Pages 63-72
  6. Douglas M. Patterson, Richard A. Ashley
    Pages 73-93
  7. Douglas M. Patterson, Richard A. Ashley
    Pages 95-119
  8. Douglas M. Patterson, Richard A. Ashley
    Pages 121-136
  9. Douglas M. Patterson, Richard A. Ashley
    Pages 137-159
  10. Douglas M. Patterson, Richard A. Ashley
    Pages 161-166
  11. Douglas M. Patterson, Richard A. Ashley
    Pages 167-175
  12. Douglas M. Patterson, Richard A. Ashley
    Pages 177-188
  13. Back Matter
    Pages 189-201

About this book

Keywords

Stochastic Processes calculus economics nonlinear systems nonlinearity time series volatility

Authors and affiliations

  1. 1.Department of Finance, Insurance, and Business LawVirginia Polytechnic Institute and State UniversityBlacksburgUSA
  2. 2.Department of EconomicsVirginia Polytechnic Institute of TechnologyBlacksburgUSA

Bibliographic information

  • Book Title A Nonlinear Time Series Workshop
  • Book Subtitle A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
  • Authors Douglas M. Patterson
    Richard A. Ashley
  • Series Title Dynamic Modeling and Econometrics in Economics and Finance
  • DOI https://doi.org/10.1007/978-1-4419-8688-7
  • Copyright Information Kluwer Academic Publishers 2000
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-7923-8674-2
  • Softcover ISBN 978-1-4613-4665-4
  • eBook ISBN 978-1-4419-8688-7
  • Series ISSN 1566-0419
  • Edition Number 1
  • Number of Pages IX, 201
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Econometrics
    Economic Theory/Quantitative Economics/Mathematical Methods
    Microeconomics
  • Buy this book on publisher's site
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