Nonlinear Time Series Analysis of Economic and Financial Data

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This work provides an examination of the flourishing interest that has developed in this area in the 1990s. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It should be useful to both seasoned veterans of non-linear time series analysis and those searching for an informative panoramic look at front-line developments in the area.