Description: Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management, Hardcover by Dunis, Christian (EDT), ISBN 0471966533, ISBN-13 9780471966531, Like New Used, Free shipping in the US Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected 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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Book Title: Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management
Number of Pages: 324 Pages
Language: English
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 1996
Topic: Foreign Exchange, Finance / General
Item Height: 0.9 in
Illustrator: Yes
Genre: Business & Economics
Item Weight: 22 Oz
Author: Christian L. Dunis
Item Length: 9.2 in
Book Series: Financial Economics and Quantitative Analysis Ser.
Item Width: 6.1 in
Format: Hardcover
