Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models Hardback
Edited by Greg N. Gregoriou, Razvan Pascalau
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.
- Format: Hardback
- Pages: 195 pages, XXIII, 195 p.
- Publisher: Palgrave Macmillan
- Publication Date: 17/12/2010
- Category: Econometrics
- ISBN: 9780230283657