Description

Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected news.The mathematical techniques and models used in the forecasting offinancial markets have therefore grown ever more sophisticated astraders, analysts and investors seek to gain an edge on theircompetitors. Written by leading international researchers andpractitioners, this book focuses on three major themes of today sstate of the art financial research: modelling with high frequencydata, the information content of volatility markets, andapplications of neural networks and genetic algorithms to financialtime series. Forecasting Financial Markets includes empiricalapplications to present the very latest thinking on these complextechniques, 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

Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management

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£110.00

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Hardback by Christian L. Dunis

1 in stock

Short Description:

Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 29/08/1996
    ISBN13: 9780471966531, 978-0471966531
    ISBN10: 0471966533

    Number of Pages: 324

    Non Fiction , Business, Finance & Law

    Description

    Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected news.The mathematical techniques and models used in the forecasting offinancial markets have therefore grown ever more sophisticated astraders, analysts and investors seek to gain an edge on theircompetitors. Written by leading international researchers andpractitioners, this book focuses on three major themes of today sstate of the art financial research: modelling with high frequencydata, the information content of volatility markets, andapplications of neural networks and genetic algorithms to financialtime series. Forecasting Financial Markets includes empiricalapplications to present the very latest thinking on these complextechniques, 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

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