 Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management
ISBN: 978-0-471-96653-1
Hardcover
324 pages
November 1996
US $150.00
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 1-2 days delivery time for paperbacks, and 3-5 days for hardcovers. The book is not returnable.
|
Partial table of contents:
MODELLING WITH HIGH FREQUENCY DATA.
Forecasting Foreign Exchange Rates Subject to De-Volatilization (B. Zhou).
Dynamic Strategies: A Correlation Study (E. Acar & P. Lequeux).
THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System (A. Malz).
Efficiency Test with Overlapping Data: An Application to the Currency Options Market (C. Dunis & A. Keller).
APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.
The Use of Error Feedback Terms in Neural Network Modelling of Financial Time Series ( A. Burgess & A. Refenes).
An Evolutionary Algorithm for Portfolio Selection within a Downside Framework ( A. Loraschi & A. Tettamanzi).
Index.
MODELLING WITH HIGH FREQUENCY DATA.
Forecasting Foreign Exchange Rates Subject to De-Volatilization (B. Zhou).
Dynamic Strategies: A Correlation Study (E. Acar & P. Lequeux).
THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System (A. Malz).
Efficiency Test with Overlapping Data: An Application to the Currency Options Market (C. Dunis & A. Keller).
APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.
The Use of Error Feedback Terms in Neural Network Modelling of Financial Time Series ( A. Burgess & A. Refenes).
An Evolutionary Algorithm for Portfolio Selection within a Downside Framework ( A. Loraschi & A. Tettamanzi).
Index.
