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

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time

The complex dynamic behavior exhibited by many nonlinear systems - chaos, episodic volatility bursts, stochastic regimes switching - has attracted a good deal o

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an importa