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 book brings together key papers in this wide 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.
| ISBN: | 9781840644975 |
| Publication date: | 26th April 2002 |
| Author: | Terence C Mills |
| Publisher: | Edward Elgar Publishing Ltd |
| Format: | Hardback |
| Pagination: | 1296 pages |
| Series: | The International Library of Critical Writings in Economics series |
| Genres: |
Economic forecasting Finance and the finance industry |
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 book brings together key papers in this wide 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.
Forecasting Financial Markets features in the following genres: Economic forecasting, Finance and the finance industry
Forecasting Financial Markets is available in Hardback
Forecasting Financial Markets was written by Terence C Mills and published by Edward Elgar Publishing Ltd
Forecasting Financial Markets has 1296 pages
Yes it is part of The International Library of Critical Writings in Economics series series