{"product_id":"forecasting-financial-markets-exchange-rates-interest-rates-and-asset-management-hardback-9780471966531","title":"Forecasting Financial Markets; Exchange Rates, Interest Rates and Asset Management (Hardback) 9780471966531","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eForecasting Financial Markets\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eExchange Rates, Interest Rates and Asset Management\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eChristian L. Dunis (Edited by), C Dunis (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471966531, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 29 August 1996\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e328 pages\u003cbr\u003e23.3 x 15.6 x 2.4 cm, 0.624 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eToday 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:\u003cbr\u003e * High frequency exchange rates\u003cbr\u003e \u003cbr\u003e * Intraday volatility\u003cbr\u003e \u003cbr\u003e * Autocorrelation and variance ratio tests\u003cbr\u003e \u003cbr\u003e * Conditional volatility\u003cbr\u003e \u003cbr\u003e * GARCH processes\u003cbr\u003e \u003cbr\u003e * Chaotic systems\u003cbr\u003e \u003cbr\u003e * Nonlinearity\u003cbr\u003e \u003cbr\u003e * Stochastic and EXPAR models\u003cbr\u003e \u003cbr\u003e * Artificial neural networks\u003cbr\u003e \u003cbr\u003e * Genetic algorithms\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePartial table of contents:\u003cbr\u003e \u003cbr\u003e MODELLING WITH HIGH FREQUENCY DATA.\u003cbr\u003e \u003cbr\u003e Forecasting Foreign Exchange Rates Subject to De-Volatilization (B.Zhou).\u003cbr\u003e \u003cbr\u003e Dynamic Strategies: A Correlation Study (E. Acar \u0026amp; P.Lequeux).\u003cbr\u003e \u003cbr\u003e THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.\u003cbr\u003e \u003cbr\u003e Using Option Prices to Estimate Realignment Probabilities in theEuropean Monetary System (A. Malz).\u003cbr\u003e \u003cbr\u003e Efficiency Test with Overlapping Data: An Application to theCurrency Options Market (C. Dunis \u0026amp; A. Keller).\u003cbr\u003e \u003cbr\u003e APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.\u003cbr\u003e \u003cbr\u003e The Use of Error Feedback Terms in Neural Network Modelling ofFinancial Time Series ( A. Burgess \u0026amp; A. Refenes).\u003cbr\u003e \u003cbr\u003e An Evolutionary Algorithm for Portfolio Selection within a DownsideFramework ( A. Loraschi \u0026amp; A. Tettamanzi).\u003cbr\u003e \u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52316706898200,"sku":"9780471966531","price":103.69,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471966531.jpg?v=1781822305","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/forecasting-financial-markets-exchange-rates-interest-rates-and-asset-management-hardback-9780471966531","provider":"Freshly Printed Books","version":"1.0","type":"link"}