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Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Hardcover

Business GeneralEconomicsInvesting & Finance

ISBN10: 0230283659
ISBN13: 9780230283657
Publisher: Springer Nature
Published: Dec 21 2010
Pages: 195
Weight: 0.88
Height: 0.80 Width: 5.60 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