Nonlinear modeling of economic and financial time-series

• Other Authors: Jawadi, Fredj., Barnett, William A.
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2010.
• Series: International symposia in economic theory and econometrics ; 20.
• Subjects: Econometric models.; Time-series analysis.; elektronické knihy; electronic books
• ISBN: 9780857244901
• Physical Description: 1 online zdroj (xvii, 205 p.) : ill.

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...