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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (Hardcover, New) Loot Price: R1,529
Discovery Miles 15 290
Repayment Terms: R143 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 R1,529 Discovery Miles 15 290 | Repayment Terms: R143 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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