Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (PDF)

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, Canada
LAURENCE COPELAND
MICHAEL 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 Netherlands
A. STAN HURN Professor in the School of Economics and Finance, the Queensland University of Technology, Australia
JOSEPH JEISMAN Quantitative Analyst at the Institutional Banking and Markets division, developing models of fixed interest securities with particular emphasis on the LIBOR market
VASSILIS N. KARAVAS Managing Director at Credit Agricole Asset Management Alternative Investments
KENNETH LINDSAY Professor of Applied Mathematics at the Department of Mathematics of the University of Glasgow, UK
MARCELO CUNHA MEDEIROS Associate Professor in the Department of Economics, Catholic University of Rio de Janeiro, Brazil
JACK PENM Academic Level D at the Australian National University
EFTHIMIOS ROUMPIS PhD candidate in Finance at the Department of Shipping, Trade and Transport, in School of Business, University of the Aegean, Greece
NIKOS 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 Netherlands
RAFAEL WEIssBACH Chair for Econometrics at the Faculty of Economics, University of Mannheim, Germany
MICHAEL C. S. WONG Associate Professor of