Isbn: 9780471966531 - forecasting financial markets: exchange rates, interest rates and asset management (23 risultati)

Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.…

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

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hardcover. Condizione: Gut. 328 Seiten; 9780471966531.3 Gewicht in Gramm: 1.

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Condizione: New. Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. Editor(s): Dunis, Christian L. Series: Financial Economics & Quantitative Analysis Series. Num Pages: 324 pages, Ill. BIC Classification: KCJ; KFFM. Category: (P) Professional & Vocational. Dimension: 234 x 162 x 23. Weight in Grams: 622. . 1996. 1st Edition. Paperback. . . . .…

Condizione: New. pp. 324.

Condizione: New. pp. 324.

Condizione: New.

Condizione: New. Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news.&Uumlber den AutorChristian Dunis is E.

Condizione: New. Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. Editor(s): Dunis, Christian L. Series: Financial Economics & Quantitative Analysis Series. Num Pages: 324 pages, Ill. BIC Classification: KCJ; KFFM. Category: (P) Professional & Vocational. Dimension: 234 x 162 x 23. Weight in Grams: 622. . 1996. 1st Edition. Paperback. . . . . Books ship from the US and Ireland.…

Buch. Condizione: Neu. Neuware - 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.…

Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 328 | Sprache: Englisch | Produktart: Bücher | Today? s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today? s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Forecasting Financial Markets includes empirical applications to present the very latest thinking on these complex techniques, 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.…

Condizione: Hervorragend. Zustand: Hervorragend | Seiten: 328 | Sprache: Englisch | Produktart: Bücher | Today? s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today? s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Forecasting Financial Markets includes empirical applications to present the very latest thinking on these complex techniques, 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. …

Paperback. Condizione: Brand New. 1st edition. 324 pages. 9.50x6.25x1.00 inches. In Stock.

Hardcover. Condizione: gut. 1996. Forecasting Financial Markets In englischer Sprache. pages.

Hardcover. Condizione: new. Hardcover. 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 Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Condizione: Brand New. 1st edition. 324 pages. 9.50x6.25x1.00 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. 324.