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Viac informácií o knihe Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 135 bodov

Anotácia knihy

This book assesses several competing forecasting models for interest rates, financial returns, and realized volatility. In particular, the book proposes new forecasting tools; for instance, an iterative outlier detection procedure to detect and handle outliers in models for the volatility. In addition, the book discusses in detail the construction of optimal portfolios based on out-of-sample forecasting techniques. It also addresses the effectiveness of hedging in futures markets and proposes a Bayesian framework to explain the rate spreads on corporate bonds.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
• Autor: G. Gregoriou, R. Pascalau
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 195
• EAN: 9780230283657
• ISBN: 0230283659
• ID: 04553467
• Nakladateľ: PALGRAVE MACMILLAN
• Hmotnosť: 410 g
• Rozmery: 223 × 143 × 17 mm
• Dátum vydania: 21. December 2010

Obľúbené z iného súdka

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