Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian

Description: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by G. Gregoriou, R. Pascalau Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description 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. Publisher Description 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. Author Biography TURAN GOKCEN BALI David Krell Chair Professor of Finance at Baruch College and the Graduate School and University Center of the City University of New York, USA.RAMZI BEN-ABDALLAH Assistant Professor at the Department of Finance at the School of Management, University of Quebec at Montréal, Canada.OUSSAMA CHAKROUN Lecturer at the Finance department of HEC Montréal, CanadaLAURENCE COPELANDMICHAEL MCALEER Distinguished Professor in the Department of Quantitative Economics, Complutense University of Madrid, Spain.PHILIP HANS FRANSES Professor of Econometrics and Professor of Marketing Research, both at the Erasmus School of Economics, the NetherlandsA. STAN HURN Professor in the School of Economics and Finance, the Queensland University of Technology, AustraliaJOSEPH JEISMAN Quantitative Analyst at the Institutional Banking and Markets division, developing models of fixed interest securities with particular emphasis on the LIBOR marketVASSILIS N. KARAVAS Managing Director at Credit Agricole Asset Management Alternative InvestmentsKENNETH LINDSAY Professor of Applied Mathematics at the Department of Mathematics of the University of Glasgow, UKMARCELO CUNHA MEDEIROS Associate Professor in the Department of Economics, Catholic University of Rio de Janeiro, BrazilJACK PENM Academic Level D at the Australian National UniversityEFTHIMIOS ROUMPIS PhD candidate in Finance at the Department of Shipping, Trade and Transport, in School of Business, University ofthe Aegean, GreeceNIKOS S. THOMAIDIS Lecturer of Financial Engineering at University of the Aegean, Greece.HUMPHREY K. K. TUNG Visiting Assistant Professor of Finance of City University of Hong Kong.DICK VAN DIJK Professor in Financial Econometrics at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, the NetherlandsRAFAEL WEIßBACH Chair for Econometrics at the Faculty of Economics, University of Mannheim, GermanyMICHAEL C. S. WONG Associate Professor of Finance of City University of Hong KongYANHUI ZHUGUIDO ZIMMERMANN Senior Credit Analyst in the Landesbank Baden-Wurttemberg (LBBW), Stuttgart, Germany Details ISBN 0230283659 ISBN-13 9780230283657 Title Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models Author G. Gregoriou, R. Pascalau Format Hardcover Year 2010 Pages 195 Publisher Palgrave Macmillan GE_Item_ID:137613312; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

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