Nonlinear financial econometrics: forecasting models, computational and bayesian models
Éditeur :
Palgrave Macmillan
ISBN :
9781349328963
Date de publication :
1 janv. 2011
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.