Kniha Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models G. Gregoriou

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: PALGRAVE MACMILLAN
Dostupnosť: Skladom u dodávateľa v malom množstve
Odosielame za 11-15 dní
54.26
This book assesses several competing forecasting models for interest rates, financial returns, and r...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2010
Stránok
195
EAN
9780230283657
ISBN
0230283659
Enbook ID
04553467
Vydavateľ
Hmotnosť
410
Rozmery
143 x 223 x 17

Kompletný popis

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.

Mohlo by vás zaujímať

64.97
162.19

Leo: My AstroBook

MR Vaibhav Chawadre
7.85
270.82

Performance Evaluation

Harald Dyckhoff
54.26
64.18

Will You Take This Baby?

Mary Stillson Jones
16.11
17.78
21.32
52.58

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

14.05

La rage de l'expression

Marie-Hélène Dumaître
8.25
17.98
10.61

O nome da rosa

Umberto Eco
27.71
8.94
11.27

María, la mamá de Jesús

Papa Benedicto XVI - Papa - XVI
12.77