Nonlinear financial econometrics :
Nonlinear financial econometrics : forecasting models, computational and Bayesian models /
edited by Greg N. Gregoriou and Razvan Pascalau.
- Basingstoke : Palgrave Macmillan, 2011.
- xxiii, 195 p. : ill. ; 23 cm.
Includes bibliographical references and index.
This book assesses several competing forecasting models for interest rates, financial returns, and realized volatility. In particular, the book proposes new forecasting tool; for instance, an iterative outlier detection procedure to detect and handle outliers in models for the volatility.
9780230283657 (hbk.) 0230283659 (hbk.)
2011411074
GBB094980 bnb
Interest rates--Forecasting--Econometric models.
Finance--Econometric models.
HG1622 / .N66 2011
332.01'5195
Includes bibliographical references and index.
This book assesses several competing forecasting models for interest rates, financial returns, and realized volatility. In particular, the book proposes new forecasting tool; for instance, an iterative outlier detection procedure to detect and handle outliers in models for the volatility.
9780230283657 (hbk.) 0230283659 (hbk.)
2011411074
GBB094980 bnb
Interest rates--Forecasting--Econometric models.
Finance--Econometric models.
HG1622 / .N66 2011
332.01'5195