Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series)
 |
|
Содержание:
Introduction: The Austrian Theory in Perspective, The "Austrian" Theory of the Trade Cycle, Money and the Business Cycle, Economic Depressions: Their Cause and Cure, Can We Still Avoid Inflation?, The Austrian Theory: A Summary
Описание:
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...Похожие книги
 | The Austrian Theory of the Trade Cycle and Other Essays Автор: Ludwig von Mises, Murray N. Rothbard, Gottfried Haberler, Friedrich A. Hayek Год: 1996 |
 | The All-Season Investor : Successful Strategies for Every Stage in the Business Cycle Автор: Martin J. Pring Год: 2003 |
 | Innovation in Life Cycle Engineering and Sustainable Development Автор: L. Scott, Ph.D. Hansen Год: 2006 |
 | Business Cycle Theory Автор: Lutz G. Arnold Год: 1994 |
 | Cell Cycle Checkpoints and Cancer Автор: Blagosklonny M.V. Год: 2002 |
| Methods in Enzymology. Cell Cycle Control Автор: Dunphy W.G. Год: 1997 |