Nonlinear Time Series Analysis Of Economic And Financial Data

The theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in widely used data ... » 

The theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in widely used data sets. The book has original contributions by specialists in the field, and offers a combination of both applied and methodological papers. «