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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Paperback

Business GeneralEconomicsInvesting & Finance

ISBN10: 1349328960
ISBN13: 9781349328963
Publisher: Springer Nature
Published: Jan 1 2011
Pages: 195
Weight: 0.57
Height: 0.46 Width: 5.50 Depth: 8.50
Language: English
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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Business General