Nonlinear modeling of economic and financial time-series

• Άλλοι συγγραφείς: Jawadi, Fredj, Barnett, William A.
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 2010.
• Σειρά: International symposia in economic theory and econometrics ; 20.
• Θέματα: Business & Economics > Econometrics.; Business & Economics > Economics > Theory.; Economic theory & philosophy.; Econometrics.; Econometric models.; Time-series analysis.

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...