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Carte Forecasting Financial Markets Terence C. Mills

Forecasting Financial Markets

Autor: Terence C. Mills
Limbă: engleză
Legare: Copertă tare
Editura: Edward Elgar Publishing Ltd
Disponibilitate: În depozitul extern
Expediem în 14-20 zile
4 213.86 lei
The forecasting of financial markets has engaged the attention of market professionals and academic...

Informații despre carte

Autor
Terence C. Mills
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2002
Pagini
1296
EAN
9781840644975
Enbook ID
04849078
Editura
Edward Elgar Publishing Ltd
Greutate
2490
Dimensiuni
169 x 244 x 101

Descriere completă

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.

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