Special Issue on Nonlinear Modelling and Financial Econometrics
Edited by Alessandra Amendola, Christian Francq and Siem Jan Koopman
Volume 51, Issue 4, Pages 2115-2374 (15 December 2006)
The contents of the special issue on Nonlinear Modelling and Financial
Econometrics reflects the growing importance of nonlinear models and
numerical techniques for the analysis of financial time series. The
collected articles in this issue cover a wide range of topics in
statistics and econometrics, with an emphasis on methodology and
computational methods for time series.
Computational Statistics and Data Analysis (CSDA) has recently
published various articles related to nonlinear time series analysis
and financial econometrics. This issue also aims to encourage
submissions to CSDA of papers in this field of research.
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