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Title: FORECASTING FINANCIAL MARKETS
EXCHANGE RATES, INTEREST RATES AND ASSET MANAGEMENT
By: Christian L. Dunis (Editor)
Format: Hardback

List price: £110.00
Our price: £99.00
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ISBN 10: 0471966533
ISBN 13: 9780471966531
Availability: Usually dispatched within 1-3 weeks.
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Publisher: JOHN WILEY AND SONS LTD
Pub. date: 29 August, 1996
Series: Financial Economics & Quantitative Analysis Series
Pages: 324
Description: Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news.
Synopsis: Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Forecasting Financial Markets includes empirical applications to present the very latest thinking on these complex techniques, including: High frequency exchange rates Intraday volatility Autocorrelation and variance ratio tests Conditional volatility GARCH processes Chaotic systems Nonlinearity Stochastic and EXPAR models Artificial neural networks Genetic algorithms
Illustrations: Ill.
Publication: UK
Imprint: John Wiley & Sons Ltd
Returns: Returnable
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