How Long to Read Non-Linear Time Series Models in Empirical Finance

How Long Does it Take to Read Non-Linear Time Series Models in Empirical Finance?

It takes the average reader 5 hours and 9 minutes to read Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses

Assuming a reading speed of 250 words per minute. Learn more

Description

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook, first published in 2000, provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt.

How long is Non-Linear Time Series Models in Empirical Finance?

Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses is 299 pages long, and a total of 77,441 words.

This makes it 101% the length of the average book. It also has 95% more words than the average book.

How Long Does it Take to Read Non-Linear Time Series Models in Empirical Finance Aloud?

The average oral reading speed is 183 words per minute. This means it takes 7 hours and 3 minutes to read Non-Linear Time Series Models in Empirical Finance aloud.

What Reading Level is Non-Linear Time Series Models in Empirical Finance?

Non-Linear Time Series Models in Empirical Finance is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Non-Linear Time Series Models in Empirical Finance?

Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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