Forecasting Financial Markets, vol Two volume set

Edited by Terence C. Mills

in Books from Edward Elgar Publishing

Abstract: The forecasting of financial markets has engaged the attention of market professionals and academic economists and statisticians for many years, and has also attracted the interest of numerous ‘amateur’ investors. This book brings together key papers in this wide field. After considering some of the earliest attempts at forecasting, it provides an insight into the theoretical underpinnings of the subject, investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: G0 (search for similar items in EconPapers)
Date: 2002
ISBN: 9781840644975
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