Non-Linearity in Econometric Modeling, Vol. 1

Sarit Maitra ()
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Sarit Maitra: Alliance University - Central Campus, Chikkahadage Cross Chandapura-Anekal

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2025
ISBN: 978-3-032-06462-2
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Chapters in this book:

Ch 1 Importance of Filters in Data Processing Pipeline

Sarit Maitra

Ch 2 Volatility Modeling

Sarit Maitra

Ch 3 Artificial Neural Networks and Hybrid Volatility Modeling

Sarit Maitra

Ch Chapter 4 Dynamic Volatility and Option Valuation

Sarit Maitra

Ch Chapter 5 Markov Switching Models, Threshold Auto Regressive Models, and Smooth Transition Models

Sarit Maitra

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-032-06462-2

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DOI: 10.1007/978-3-032-06462-2

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