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

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

Hardcover

Series: Financial Economics and Quantitative Analysis

Investing & Finance

ISBN10: 0471966533
ISBN13: 9780471966531
Publisher: John Wiley & Sons, Inc.
Published: Sep 24 1996
Pages: 328
Weight: 1.46
Height: 1.01 Width: 6.18 Depth: 9.31
Language: English
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:

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Dunis, Christian

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Investing & Finance