Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Format: Print Book
ISBN: 9781349328963
Tax included.
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.
Publication Year: 2011
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 288
