Title:
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NONLINEAR FINANCIAL ECONOMETRICS: FORECASTING MODELS, COMPUTATIONAL AND BAYESIAN MODELS
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By: |
Greg N. Gregoriou (Editor), Razvan Pascalau (Editor) |
Format: |
Paperback |
List price:
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£44.99 |
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£38.24 |
Discount: |
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£6.75 |
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ISBN 10: |
1349328960 |
ISBN 13: |
9781349328963 |
Availability: |
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Publisher: |
PALGRAVE MACMILLAN |
Pub. date: |
1 January, 2011 |
Edition: |
1st ed. 2011 |
Pages: |
195 |
Description: |
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. |
Synopsis: |
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. |
Illustrations: |
XXIII, 195 p. |
Publication: |
UK |
Imprint: |
Palgrave Macmillan |
Returns: |
Returnable |