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Item Details
| Title:
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FORECASTING FINANCIAL MARKETS
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| By: |
Terence C. Mills (Editor) |
| Format: |
Hardback |
| List price:
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£573.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1840644974 |
| ISBN 13: |
9781840644975 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
26 April, 2002 |
| Series: |
The International Library of Critical Writings in Economics Series 146 |
| Pages: |
1296 |
| Description: |
Provides an insight into the theoretical underpinnings of forecasting financial markets. It investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data. |
| Synopsis: |
The forecasting of financial markets has engaged the attention of market professionals and academic economists and statisticians for many years, and has also attracted the interest of numerous `amateur' investors. This book brings together key papers in this wide field. After considering some of the earliest attempts at forecasting, it provides an insight into the theoretical underpinnings of the subject, investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data. |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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