£91.75

Wiley Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)

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Last 576 days • 576 data points (No recent data available)

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£103.50 £0.00 £22.60 £45.20 £67.80 £90.40 £113.01 01 August 2024 22 December 2024 15 May 2025 06 October 2025 27 February 2026

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141 days 41 days 52 days 29 days 313 days · current 0 78 157 235 313 £8.45-27 £27-46 £46-65 £65-84 £84-104 Days at Price

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Most common range: £84-104 (313 days, 54.3%)

Price range: £8.45 - £104

Price levels: 5 price ranges over 576 days

Description

Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected news.The mathematical techniques and models used in the forecasting offinancial markets have therefore grown ever more sophisticated astraders, analysts and investors seek to gain an edge on theircompetitors. Written by leading international researchers andpractitioners, this book focuses on three major themes of today sstate of the art financial research: modelling with high frequencydata, the information content of volatility markets, andapplications of neural networks and genetic algorithms to financialtime series. Forecasting Financial Markets includes empiricalapplications to present the very latest thinking on these complextechniques, 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

Product Specifications

Brand
Wiley
Format
Hardcover
Domain
Amazon UK
Release Date
24 September 1996
Listed Since
09 February 2007

Barcode

No barcode data available

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