Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
- ISBN-10
- 1349328960
- ISBN-13
- 9781349328963
- Category
- Business & Economics
- Pages
- 195
- Language
- English
- Published
- 2011-01-01
- Publisher
- Palgrave Macmillan
- Authors
- G. Gregoriou, R. Pascalau
Description
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
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Other editions
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- 2010-12-21
- 195 pages
- Ebook
- Springer
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