Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models | EKB DL

Home BookNonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

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.

Keywords

Business & EconomicsBusiness MathematicsEconometricsCorporate FinanceFinanceEconomicsTheory

2010Book

Author(s)Greg N. Gregoriou, Razvan Pascalau

PublisherPalgrave Macmillan UK

ISBN9780230283657

LanguageEnglish

SpringerLink Book

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