This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonl

A comprehensive assessment of many recent developments in the modelling of time series, this text introduces various nonlinear models and discusses their practi

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

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