Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Financial Economics, Non-linear Time Series in

  • Terence C. Mills
  • Raphael N. Markellos
Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-7701-4_19

Article Outline

Glossary

Definition of the Subject

Introduction

Basic Nonlinear Financial Time Series Models

Future Directions

Bibliography

Keywords

Asset Price Stock Prex Conditional Variance Stochastic Volatility GARCH Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Terence C. Mills
    • 1
  • Raphael N. Markellos
    • 1
    • 2
  1. 1.Department of EconomicsLoughborough UniversityLoughboroughUK
  2. 2.Department of Management Science and TechnologyAthens University of Economics and BusinessAthensGreece