Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
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Published By Palgrave Macmillan UK

9781349328963, 9780230295223

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

International Portfolio Choice

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_4 ◽

2011 ◽

pp. 51-73

Author(s):

Ben Tims ◽

Ronald Mahieu

Keyword(s):

Portfolio Choice ◽

International Portfolio ◽

International Portfolio Choice

The Yield of Constant Maturity 10-Year US Treasury Notes

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_1 ◽

2011 ◽

pp. 3-17

Author(s):

Rafael Weiβbach ◽

Wladyslaw Poniatowski ◽

Guido Zimmermann

Keyword(s):

Treasury Notes

Quantification of Risk and Return for Portfolio Optimization

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_5 ◽

2011 ◽

pp. 74-96

Author(s):

Nikos S. Thomaidis ◽

Efthimios I. Roumpis ◽

Vassilios N. Karavas

Keyword(s):

Portfolio Optimization ◽

Risk And Return

The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships of Nickel Price Formation in Conditions of Climate Change

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_10 ◽

2011 ◽

pp. 176-192

Author(s):

Jack Penm ◽

R. D. Terrell

Keyword(s):

Climate Change ◽

State Space ◽

State Space Models ◽

Price Formation ◽

Nonlinear Relationships

Is There a Relation between Discrete-Time GARCH and Continuous-Time Diffusion Models?

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_9 ◽

2011 ◽

pp. 160-175

Author(s):

Turan G. Bali

Keyword(s):

Discrete Time ◽

Continuous Time ◽

Diffusion Models

A Bayesian Framework for Explaining the Rate Spread on Corporate Bonds

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_7 ◽

2011 ◽

pp. 117-135

Author(s):

Oussama Chakroun ◽

Ramzi Ben-Abdallah

Keyword(s):

Corporate Bonds ◽

Bayesian Framework

Hedging Effectiveness in the Index Futures Market

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_6 ◽

2011 ◽

pp. 97-113

Author(s):

Laurence Copeland ◽

Yanhui Zhu

Keyword(s):

Futures Market ◽

Index Futures ◽

Hedging Effectiveness

GARCH, Outliers, and Forecasting Volatility

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_8 ◽

2011 ◽

pp. 136-159

Author(s):

Philip Hans Franses ◽

Dick van Dijk

Keyword(s):

Forecasting Volatility

Financial Risk Forecasting with Non-Stationarity

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_3 ◽

2011 ◽

pp. 28-50

Author(s):

Humphrey K. K. Tung ◽

Michael C. S. Wong

Keyword(s):

Financial Risk ◽

Risk Forecasting

Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ◽

10.1057/9780230295223_2 ◽

2011 ◽

pp. 18-27

Author(s):

Zeno Adams ◽

Roland Füss ◽

Philipp Grüber ◽

Ulrich Hommel ◽

Holger Wohlenberg

Keyword(s):

Quantile Regression ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Pricing Theory

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian ModelsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Palgrave Macmillan UK

International Portfolio Choice

The Yield of Constant Maturity 10-Year US Treasury Notes

Quantification of Risk and Return for Portfolio Optimization

The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships of Nickel Price Formation in Conditions of Climate Change

Is There a Relation between Discrete-Time GARCH and Continuous-Time Diffusion Models?

A Bayesian Framework for Explaining the Rate Spread on Corporate Bonds

Hedging Effectiveness in the Index Futures Market

GARCH, Outliers, and Forecasting Volatility

Financial Risk Forecasting with Non-Stationarity

Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Latest Publications