Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Gregoriou, Greg N. (EDT)
Pascalau, Razvan (EDT)
- 出版社:Palgrave Macmillan
- 出版年月:2011年 01月
- ISBN:9780230283657
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:195 p.
- DDC分類:332.6323015118
- 内容紹介:
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This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility.