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Viac informácií o knihe Forecasting Financial Markets - Exchange Rates, Interest Rates & Asset Management

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Forecasting Financial Markets includes empirical applications to present the very latest thinking on these complex techniques, 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

Parametre knihy

• Celý názov: Forecasting Financial Markets - Exchange Rates, Interest Rates & Asset Management
• Autor: Christian Dunis, Dunis, Christian L. Dunis
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 324
• EAN: 9780471966531
• ISBN: 0471966533
• ID: 04895013
• Nakladateľ: John Wiley & Sons Inc
• Hmotnosť: 596 g
• Rozmery: 237 × 166 × 26 mm
• Dátum vydania: 29. August 1996

Obľúbené z iného súdka

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