ENGLISH

A Practical Guide to Forecasting Financial Market Volatility

By Ser-Huang Poon

Book information

Year
2005
ISBN
0-470-85613-0, 978-0-470-85613-0
LCC
HG6024.A3 P66 2005
Open Library ID
OL22740749M
Language
english
Format
PDF
Filesize
1 MB (1419528 bytes)
Pages
231\238
Topic
Economy
Library
Mexmat
Time added
2011-02-23 10:11:24

Description

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. A Practical Guide to Forecasting Financial Market Volatility 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.

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