Nonlinear Time Series and Finance

The application of nonlinear time series models in economic and finance has expanded rapidly lately. Thus, it becomes important to disseminate the latest research to scholars, practitioners and graduate students interested in this field. This is the main purpose of this book, which offers a collection of studies related to economics and finance. This book is comprised by eleven chapters All works were peer re-viewed Six of those chapters contain applied research on Mexico Other chapters focus on methodological issues and on applications of nonlinear time series models to diverse problems, all related to the economy and finance