Philip Hans Franses Boeken

This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.

Designed for applied researchers, this book bridges the gap between theoretical knowledge and real-world application. It offers insights into econometric methods tailored for specific research inquiries, making it a valuable resource for academics. Additionally, students will benefit from its focus on proper research practices, enhancing their understanding of practical research challenges.