Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

by Dr Greg N . Gregoriou (Editor), RazvanPascalau (Editor)

New
Hardcover
2010
$131.50

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.

Synopsis

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.

$131.50

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 240
Publisher: Palgrave Macmillan
Published: 21 Dec 2010
ISBN 10: 0230283659
ISBN 13: 9780230283657

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

New

$131.50

Synopsis

$131.50

More Information