000			01352cam a2200325 a 4500
001			2011411074
003			DLC
005			20151013135815.0
008			110420s2011 enka b 001 0 eng d
010			_a 2011411074
015			_aGBB094980 _2bnb
020			_a9780230283657 (hbk.)
020			_a0230283659 (hbk.)
035			_a(OCoLC)ocn697776618
040			_aNLE _cNLE _dYDXCP _dBWX _dUAT _dDLC
050	0	0	_aHG1622 _b.N66 2011
082	0	4	_a332.01'5195 _222
245	0	0	_aNonlinear financial econometrics : _bforecasting models, computational and Bayesian models / _cedited by Greg N. Gregoriou and Razvan Pascalau.
260			_aBasingstoke : _bPalgrave Macmillan, _c2011.
300			_axxiii, 195 p. : _bill. ; _c23 cm.
504			_aIncludes bibliographical references and index.
520			_aThis 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.
590			_arua 06/05/13
591			_aLoans
650		0	_aInterest rates _xForecasting _xEconometric models.
650		0	_aFinance _xEconometric models.
700	1		_aGregoriou, Greg N., _d1956-
700	1		_aPascalau, Razvan.
942			_2ddc _cBOOK
999			_c387 _d387