![Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)](//coverdb.com/reviewUK/w100/d0c/9780471966531.jpg) |
|
Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)
Christian Dunis
Paperback. Wiley 1996-09.
ISBN 9780471966531
|
|
|
Buy from Amazon.co.uk
|
Publisher 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. 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 algorithm
More books by Christian Dunis
Similar books
Rate the book
Write a review and share your opinion with others. Try to focus on the content of the book. Read our instructions for further information.
Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management
Book reviews » Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)
|
|
![Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)](/images/background.gif) |
![Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)](/images/background.gif) |
|
|
|