Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models -
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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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Kirjeldus
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.
Lisateave
| Kirjastaja | Palgrave Macmillan UK |
|---|---|
| Väljalaskeaasta | 2011 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9781349328963 |