Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
. Ed(S): Gregoriou, Greg N.; Pascalau, Razvan
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Description for Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Paperback. 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. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 195 pages, biography. BIC Classification: KCA; KCH; KFF; KFFH; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 12. Weight in Grams: 285.
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.
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.
Product Details
Format
Paperback
Publication date
2011
Publisher
Palgrave Macmillan United Kingdom
Number of pages
195
Condition
New
Number of Pages
195
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349328963
SKU
V9781349328963
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Gregoriou, Greg N.; Pascalau, Razvan
TURAN GOKCEN BALI David Krell Chair Professor of Finance at Baruch College and the Graduate School and University Center of the City University of New York, USA. RAMZI BEN-ABDALLAH Assistant Professor at the Department of Finance at the School of Management, University of Quebec at Montréal, Canada. OUSSAMA CHAKROUN Lecturer at the Finance department of HEC Montréal, Canada LAURENCE COPELAND ... Read more
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