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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models Greg N. Gregoriou

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Greg N. Gregoriou

Published December 21st 2010
ISBN : 9786612998775
ebook
224 pages
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 About the Book 

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 estimateMoreThis 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.