Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models - Hardback

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.

• | Author: G. Gregoriou
• | Publisher: Palgrave MacMillan
• | Publication Date: Dec 21, 2010
• | Number of Pages: 195 pages
• | Binding: Hardback or Cased Book
• | ISBN-10: 0230283659
• | ISBN-13: 9780230283657