Introduction

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.
Keywords

BAYES econometrics forecasting futures GARCH hedging optimization regression volatility
Editors and affiliations

Greg N. Gregoriou12
Razvan Pascalau1
1.State University of New YorkPlattsburghUSA
2.EDHEC Business SchoolNiceFrance