Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

1st Edition 2011

Paperback (01 Jan 2011)

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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: 9781349328963
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 1st Edition 2011
Language: English
Number of pages: 195
Weight: 259g
Height: 216mm
Width: 140mm
Spine width: 12mm