Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

This volume of Contributions to Economic Analysis addresses a number of important questions in the field of business cycles including: How should business cycle

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat

Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating