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Forecasting Financial Markets

The International Library of Critical Writings in Economics Series No. 146

Edited by Terence C. Mills
Format: Hardback
Publisher: Edward Elgar Publishing Ltd, Cheltenham, United Kingdom
Published: 26th Apr 2002
Dimensions: w 244mm h 169mm d 20mm
Weight: 2490g
ISBN-10: 1840644974
ISBN-13: 9781840644975
Barcode No: 9781840644975
Synopsis
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.

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