Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Nonlinear Financial Econometrics: Forecasting Models, Computational ...
Contenu
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.
Informations bibliographiques
décembre 2010, Anglais
PALGRAVE MACMILLAN
9780230295223