Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (e-bog) af -
Pascalau, R. (redaktør)

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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.
E-bog 436,85 DKK
Forfattere Pascalau, R. (redaktør)
Udgivet 21 december 2010
Genrer Economic theory and philosophy
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780230295223
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.