Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

edited by Greg N. Gregoriou, Razvan Pascalau

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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Year of publication:	2011
Other Persons:	Gregoriou, Greg N. (ed.) ; Pascalau, Razvan (ed.)
Publisher:	London : Palgrave Macmillan
Subject:	Prognoseverfahren \| Forecasting model \| Bayes-Statistik \| Bayesian inference \| Ökonometrie \| Econometrics \| Nichtlineare Regression \| Nonlinear regression \| Finanzmarkt \| Financial market \| Theorie \| Theory \| Finanzmarktökonometrie \| Financial econometrics

Extent:	Online-Ressource (XXIII, 195 p, online resource)
Series:	SpringerLink / Bücher Springer eBook Collection / Palgrave Economics & Finance Collection Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-230-29522-3 ; 978-1-349-32896-3
Other identifiers:	10.1057/9780230295223 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012053891