A Nonlinear Time Series Workshop

A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

  • Douglas M. Patterson
  • Richard A. Ashley

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 2)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Douglas M. Patterson, Richard A. Ashley
    Pages 1-38
  3. Douglas M. Patterson, Richard A. Ashley
    Pages 39-49
  4. Douglas M. Patterson, Richard A. Ashley
    Pages 51-62
  5. Douglas M. Patterson, Richard A. Ashley
    Pages 63-72
  6. Douglas M. Patterson, Richard A. Ashley
    Pages 73-93
  7. Douglas M. Patterson, Richard A. Ashley
    Pages 95-119
  8. Douglas M. Patterson, Richard A. Ashley
    Pages 121-136
  9. Douglas M. Patterson, Richard A. Ashley
    Pages 137-159
  10. Douglas M. Patterson, Richard A. Ashley
    Pages 161-166
  11. Douglas M. Patterson, Richard A. Ashley
    Pages 167-175
  12. Douglas M. Patterson, Richard A. Ashley
    Pages 177-188
  13. Back Matter
    Pages 189-201

About this book

Keywords

Stochastic Processes calculus economics nonlinear systems nonlinearity time series volatility

Authors and affiliations

  • Douglas M. Patterson
    • 1
  • Richard A. Ashley
    • 2
  1. 1.Department of Finance, Insurance, and Business LawVirginia Polytechnic Institute and State UniversityBlacksburgUSA
  2. 2.Department of EconomicsVirginia Polytechnic Institute of TechnologyBlacksburgUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4419-8688-7
  • Copyright Information Kluwer Academic Publishers 2000
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-4665-4
  • Online ISBN 978-1-4419-8688-7
  • Series Print ISSN 1566-0419
  • About this book