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- Payer en toute sécurité
- Toujours un magasin près de chez vous
Forecasting Financial Markets
Exchange Rates, Interest Rates and Asset Management
249,95 €
+ 499 points
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
* 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
Spécifications
Parties prenantes
- Editeur:
Contenu
- Nombre de pages :
- 324
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9780471966531
- Date de parution :
- 07-10-96
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 157 mm x 236 mm
- Poids :
- 662 g
