Nonlinear financial econometrics : forecasting models, computational and Bayesian models / edited by Greg N. Gregoriou and Razvan Pascalau.

Contributor(s):

Material type: Text

TextPublication details: Basingstoke : Palgrave Macmillan, 2011.Description: xxiii, 195 p. : ill. ; 23 cmISBN:

9780230283657 (hbk.)
0230283659 (hbk.)

Subject(s):

DDC classification:

332.01'5195 22

LOC classification:

HG1622 .N66 2011

Summary: 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.

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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.

rua 06/05/13

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