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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Economics Economic forecasting

• Pełny tytuł: Forecasting Financial Markets
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 1296
• EAN: 9781840644975
• ID: 04849078
• Wydawca: Edward Elgar Publishing Ltd
• Waga: 2490 g
• Wymiary: 244 × 169 × 101 mm
• Data wydania: 26. April 2002

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