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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models 1st ed. 2011 edition
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.
195 pages, XXIII, 195 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | 2011 |
| ISBN13 | 9781349328963 |
| Publishers | Palgrave Macmillan |
| Pages | 195 |
| Dimensions | 150 × 220 × 10 mm · 454 g |
| Language | English |
| Editor | Gregoriou, G. |
| Editor | Pascalau, R. |