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Forecasting Financial Markets

Name: Forecasting Financial Markets
Brand: Edward Elgar Publishing Ltd
SKU: 04849078
Price: 861.09 EUR
Availability: InStock
Author: Terence C. Mills
ISBN: 9781840644975

Terence C. Mills

Language

English

Book Hardback

Libristo code: 04849078

Publishers Edward Elgar Publishing Ltd, April 2002

The forecasting of financial markets has engaged the attention of market professionals and academic... Full description

Libristo code: 04849078

2108 b

861.09 € VAT included

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The forecasting of financial markets has engaged the attention of market professionals and academic economists and statisticians for many years, and has also attracted the interest of numerous "amateur" investors. This two-volume set brings together key papers in this field. After considering some of the earliest attempts at forecasting, it provides an insight into the theoretical underpinnings of the subject, investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data.