Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Gregoriou, G.; Pascalau, R.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2010-12-21

Format: Hardcover

ISBN-13: 9780230283657

DOI: 10.1057/9780230295223

Dimensions: 216cm x140cm

Pages: 195