Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
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
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
London
Palgrave Macmillan UK
2011, 2011
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XXIII, 195 p online resource |
| ISBN: | 9780230295223 |