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

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

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

A sequel to Creedy and Martin's (eds.) Chaos and Nonlinear Models (1994). Compiles recent developments in such techniques as cross- sectional studies of income

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time