Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Business & Finance, Economics, Econometrics, Finance & Investing, Corporate Finance
Cover of the book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by , Palgrave Macmillan UK
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Author: ISBN: 9780230295223
Publisher: Palgrave Macmillan UK Publication: December 21, 2010
Imprint: Palgrave Macmillan Language: English
Author:
ISBN: 9780230295223
Publisher: Palgrave Macmillan UK
Publication: December 21, 2010
Imprint: Palgrave Macmillan
Language: English

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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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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