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
Forlag
Palgrave Macmillan
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.