Share

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

2010-12-21 Business & Economics
Download Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models PDF Online Free

Author :
Release : 2010-12-21
Genre : Business & Economics
Kind : eBook
Book Rating : 223/5 ( reviews)

GET EBOOK


Book Synopsis Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by : G. Gregoriou

Download or read book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models written by G. Gregoriou. This book was released on 2010-12-21. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

Modelling and Forecasting Financial Data

2012-12-06 Business & Economics
Download Modelling and Forecasting Financial Data PDF Online Free

Author :
Release : 2012-12-06
Genre : Business & Economics
Kind : eBook
Book Rating : 319/5 ( reviews)

GET EBOOK


Book Synopsis Modelling and Forecasting Financial Data by : Abdol S. Soofi

Download or read book Modelling and Forecasting Financial Data written by Abdol S. Soofi. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

Non-Linear Time Series Models in Empirical Finance

2000-07-27 Business & Economics
Download Non-Linear Time Series Models in Empirical Finance PDF Online Free

Author :
Release : 2000-07-27
Genre : Business & Economics
Kind : eBook
Book Rating : 416/5 ( reviews)

GET EBOOK


Book Synopsis Non-Linear Time Series Models in Empirical Finance by : Philip Hans Franses

Download or read book Non-Linear Time Series Models in Empirical Finance written by Philip Hans Franses. This book was released on 2000-07-27. Available in PDF, EPUB and Kindle. Book excerpt: This 2000 volume reviews non-linear time series models, and their applications to financial markets.

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

2010-12-08 Business & Economics
Download Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration PDF Online Free

Author :
Release : 2010-12-08
Genre : Business & Economics
Kind : eBook
Book Rating : 215/5 ( reviews)

GET EBOOK


Book Synopsis Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by : Greg N. Gregoriou

Download or read book Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration written by Greg N. Gregoriou. This book was released on 2010-12-08. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

2010-12-13 Business & Economics
Download Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures PDF Online Free

Author :
Release : 2010-12-13
Genre : Business & Economics
Kind : eBook
Book Rating : 109/5 ( reviews)

GET EBOOK


Book Synopsis Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by : G. Gregoriou

Download or read book Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures written by G. Gregoriou. This book was released on 2010-12-13. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.

You may also like...