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Table of contents (23 chapters)
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Front Matter
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Introduction
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Embedding Theory: Time-Delay Phase Space Reconstruction and Detection of Nonlinear Dynamics
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Front Matter
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Methods of Nonlinear Modelling and Forecasting
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Front Matter
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Modelling and Predicting Multivariate and Input-Output Time Series
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Front Matter
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Problems in Modelling and Prediction
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Front Matter
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About this book
Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.
Reviews
(Z.-Q. John Lu, National Institute of Standards and Technology in Technometrics, 46:1 (February 2004)
Editors and Affiliations
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Department of Economics, University of Wisconsin-Platteville, USA
Abdol S. Soofi
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Department of Mathematics, University of Western Australia, Australia
Liangyue Cao
Bibliographic Information
Book Title: Modelling and Forecasting Financial Data
Book Subtitle: Techniques of Nonlinear Dynamics
Editors: Abdol S. Soofi, Liangyue Cao
Series Title: Studies in Computational Finance
DOI: https://doi.org/10.1007/978-1-4615-0931-8
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2002
Hardcover ISBN: 978-0-7923-7680-4Published: 31 March 2002
Softcover ISBN: 978-1-4613-5310-2Published: 09 November 2012
eBook ISBN: 978-1-4615-0931-8Published: 06 December 2012
Series ISSN: 1567-8288
Edition Number: 1
Number of Pages: XXVIII, 488
Topics: Econometrics, Economic Theory/Quantitative Economics/Mathematical Methods, Finance, general, Macroeconomics/Monetary Economics//Financial Economics