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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Hardcover, New) Loot Price: R1,399
Discovery Miles 13 990
Repayment Terms: R131 pm x 12*
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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Hardcover, New): G. Gregoriou, R....

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Hardcover, New)

G. Gregoriou, R. Pascalau

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Loot Price R1,399 Discovery Miles 13 990 | Repayment Terms: R131 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: February 2011
First published: February 2011
Editors: G. Gregoriou • R. Pascalau
Dimensions: 216 x 140 x 17mm (L x W x T)
Format: Hardcover
Pages: 195
Edition: New
ISBN-13: 978-0-230-28365-7
Categories: Books > Business & Economics > Economics > Economic forecasting
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-230-28365-9
Barcode: 9780230283657

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