Nonlinear financial econometrics. Forecasting models, computational and Bayesian models

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Title:

Nonlinear financial econometrics. Forecasting models, computational and Bayesian models

Author:

Gregoriou, Greg N., 1956-

ISBN:

9780230283657

Publication Information:

Basingstoke : Palgrave Macmillan, 2010.

Physical Description:

p. cm.

Subject Term:

Interest rates -- Forecasting -- Econometric models.

Added Author:

Gregoriou, Greg N., 1956-

Pascalau, Razvan.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:REF-BOOK	33168025536174	332.6323015118 G821N 2010	1	Searching... Unknown

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.

Available:*

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