Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Download or Read eBook Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models PDF 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.
| Author | : G. Gregoriou |
| Publisher | : Springer |
| Total Pages | : 216 |
| Release | : 2010-12-21 |
| 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
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.
