Nonlinear
Times series and finance
Semei Leopoldo Coronado Ramirez; Pedro Celso Arellano; Carlos O. Trejo Pech; Richard A. Ashley; Thomas E. Patterson; Tjeerd M. Boonman
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Sobre esta obra
The application of nonlinear time series models in economic and finance has expanded rapidly lately. Thus, it becomes important to disseminate the lastet research to scholars, practitioners and graduate students interested in this field.
This is the main purpose of this book, wich offers a collection of studies related to economics and finance. The book is comprised by eleven chapters. All works were peer reviewed. Six of those chapters contain applied research related to Mexico. Other chapters focus on methodological issues and on applications of nonlinear times series models to diverse problems, all related to the economy and finance.