Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Beschreibung

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.

Autor*in

G. Gregoriou

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BAYES econometrics forecasting futures GARCH hedging optimization regression volatility

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