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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Current price: $54.99
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Barnes and Noble

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Current price: $54.99

Size: Hardcover

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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.

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