Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management Hardback
Edited by Christian L. (Chemical Bank, London) Dunis
Part of the Financial Economics and Quantitative Analysis Series series
Hardback
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
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:324 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:29/08/1996
- Category:
- ISBN:9780471966531
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:324 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:29/08/1996
- Category:
- ISBN:9780471966531
