Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
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Description for Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Hardcover. 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: 218 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 223 x 143 x 17. Weight in Grams: 410.
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
Hardback
Publication date
2011
Publisher
Palgrave Macmillan
Number of pages
224
Condition
New
Number of Pages
195
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230283657
SKU
V9780230283657
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About N/A
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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