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Edward Elgar Publishing Forecasting Financial Markets (The International Library of Critical Writings in Economics series)

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£235.63 £232.77 £233.39 £234.02 £234.64 £235.27 £235.89 25 July 2026 30 July 2026 05 August 2026 10 August 2026 16 August 2026
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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
26 April 2002
Listed Since
16 December 2006

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