Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Başlık:
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN:
9780230295223
Edition:
1st ed. 2011.
Yayın Bilgileri:
London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Fiziksel Tanımlama:
XXIII, 195 p. online resource.
Abstract:
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.
Ek Kurum Yazarı:
Elektronik Erişim:
Full Text Available From Palgrave Economics & Finance 2011 Packages
Dil:
English