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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by Greg N. Gregoriou 9780230283657

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Description

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 9780230283657
Author Greg N. Gregoriou
Format Hardback
Page Count 195
Imprint Palgrave Macmillan
Publisher Palgrave Macmillan
Weight(grams) 405g

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