Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Business & Finance, Economics, Econometrics, Finance & Investing, Corporate Finance
| Author: | ISBN: | 9780230295223 | |
| Publisher: | Palgrave Macmillan UK | Publication: | December 21, 2010 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | |
| ISBN: | 9780230295223 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | December 21, 2010 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
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.
