Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Author :
Publisher : Springer
Total Pages : 216
Release :
ISBN-10 : 9780230295223
ISBN-13 : 0230295223
Rating : 4/5 (23 Downloads)

Book Synopsis Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by : G. Gregoriou

Download or read book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models written by G. Gregoriou and published by Springer. This book was released on 2010-12-21 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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