Nonlinear Financial Econometrics. Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics. Forecasting Models, Computational and Bayesian Models

2011

Hardback (21 Dec 2010)

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Publisher's 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.

Book information

ISBN: 9780230283657
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2011
DEWEY: 332.6323015118
DEWEY edition: 22
Language: English
Number of pages: 195
Weight: 410g
Height: 223mm
Width: 143mm
Spine width: 17mm