Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models [electronic resource] /
edited by G. Gregoriou, R. Pascalau.
- 1st ed. 2011.
- XXIII, 195 p. online resource.
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.
9780230295223
10.1057/9780230295223 doi
Business mathematics. Econometrics. Business enterprises-Finance. Economic theory. Finance. Business Mathematics. Econometrics. Business Finance. Economic Theory/Quantitative Economics/Mathematical Methods. Finance, general.