Nonlinear modeling of economic and financial time-series

• Other Authors: Jawadi, Fredj., Barnett, William A.
• Format: Electronic
• Language: English
• Published: Bingley, U.K. : Emerald, 2010.
• Series: International symposia in economic theory and econometrics ; 20.
• Subjects: Business & Economics > Econometrics.; Business & Economics > Economics > Theory.; Economic theory & philosophy.; Econometrics.; Econometric models.; Time-series analysis.; elektronické knihy; electronic books
• ISBN: 9780857244901 (electronic bk.) :
• Physical Description: 1 online resource (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...