This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods,

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

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

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial economet

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example