Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models [electronic resource] /
Gregoriou, G.editor.
Pascalau, R.editor.
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.
Description based upon print version of record.
Includes bibliographical references and index.
pt. 1. Forecasting models -- pt. 2. Computational and Bayesian methods.
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.
Business mathematics.
Econometrics.
Business enterprises—Finance.
Economic theory.
Finance.
Business Mathematics.
Econometrics.
Business Finance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Finance, general.