Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models [electronic resource] / edited by G. Gregoriou, R. Pascalau.

Contributor(s):

Material type: Text

TextPublisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011Edition: 1st ed. 2011Description: XXIII, 195 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9780230295223

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification:

330.0151

LOC classification:

HF5691-5716

Online resources:

Click here to access online

In: Springer Nature eBookSummary: 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.

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Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
E-Book	Biblioteca Digital	Colección SPRINGER	330.0151 (Browse shelf(Opens below))	Not For Loan

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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.

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