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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Paperback, 1st ed. 2011) Loot Price: R1,469
Discovery Miles 14 690
Repayment Terms: R138 pm x 12*
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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Paperback, 1st ed. 2011): G....

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Paperback, 1st ed. 2011)

G. Gregoriou, R. Pascalau

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Loot Price R1,469 Discovery Miles 14 690 | Repayment Terms: R138 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Release date: 2011
First published: 2011
Editors: G. Gregoriou • R. Pascalau
Dimensions: 216 x 140 x 12mm (L x W x T)
Format: Paperback
Pages: 195
Edition: 1st ed. 2011
ISBN-13: 978-1-349-32896-3
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Money & Finance > Corporate finance
LSN: 1-349-32896-0
Barcode: 9781349328963

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