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Gregoriou, Greg N. [Editor]; Pascalau, Razvan [Editor]

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

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  • Media type: E-Book
  • Title: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
  • Contributor: Gregoriou, Greg N. [HerausgeberIn]; Pascalau, Razvan [HerausgeberIn]
  • imprint: London: Palgrave Macmillan, 2011
  • Published in: SpringerLink ; Bücher
    Springer eBook Collection ; Palgrave Economics & Finance Collection
    Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
  • Extent: Online-Ressource (XXIII, 195 p, online resource)
  • Language: English
  • DOI: 10.1057/9780230295223
  • ISBN: 9780230295223
  • Identifier:
  • Keywords: Business ; Business and Management ; Business enterprises Finance ; Business mathematics ; Finance ; Economic theory ; Econometrics
  • Origination:
  • Footnote:
  • 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