A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series)

Poon, Ser-Huang

ISBN 10: 0470856130 / ISBN 13: 9780470856130

Editore: Wiley, 2005

In. Codice articolo ria9780470856130_new

Riassunto:

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. <i>A Practical Guide to Forecasting Financial Market Volatility</i> provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.

Informazioni sull?autore: <p>About the author </p> <p><b>Dr SER-HUANG POON</b> was promoted to Professor of Finance at Manchester University in 2003. Prior to that, she was a senior lecturer at Strathclyde University. <p>Ser-Huang graduated from the National University of Singapore and obtained her masters and PhD from Lancaster University, UK. She has researched financial market volatility for many years and has published in many top ranking peer reviewed finance and financial econometric journals with many co-authors from around the world. Her financial market volatility work was cited as a reference reading on the Nobel web site in 2003.

Dati bibliografici

Titolo: A Practical Guide to Forecasting Financial ...
Casa editrice: Wiley
Data di pubblicazione: 2005
Legatura: Rilegato
Condizione: New