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.

Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Gregoriou, Greg N. (Editor), Pascalau, Razvan (Editor)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Subjects:	Business and Management. Business Finance. Business Mathematics. Econometrics. Economic Theory/Quantitative Economics/Mathematical Methods. Finance, general. Business enterprises > Finance. Business mathematics. Business. Economics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book