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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
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.
224 pages, 70
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 21, 2010 |
| ISBN13 | 9780230283657 |
| Publishers | Palgrave Macmillan |
| Pages | 195 |
| Dimensions | 143 × 223 × 17 mm · 399 g |
| Editor | Gregoriou, G. |
| Editor | Pascalau, R. |