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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Language EnglishEnglish
Book Paperback
Book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models G. Gregoriou
Libristo code: 12041874
Publishers Palgrave Macmillan, January 2011
This book investigates several competing forecasting models for interest rates, financial returns, a... Full description
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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.

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About the book

Full name Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Author G. Gregoriou, R. Pascalau
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 195
EAN 9781349328963
ISBN 1349328960
Libristo code 12041874
Publishers Palgrave Macmillan
Weight 288
Dimensions 140 x 216 x 10

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
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