A practical guide for forecasting financial market volatility

(UL)

A practical guide for forecasting financial market volatility

Poon, Ser-Huang

Financial market volatility forecasting is one of today's most important areasof 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.

Type of material - profess. monogr

Edition - Reprinted

Publication and manufacture - Chichester ; Hoboken (NJ) : J. Wiley, 2005

Language - english

ISBN - 0-470-85613-0

COBISS.SI-ID - 16401638

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Library	Call number – location, accession no. ...	Copy status
EF, Central Economics Library, Ljubljana	· Prosti p. C1 POON S. Practical guide IN: 000216244	available - outside loan, loan period: 1 months

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Poon, Ser-Huang

Source: Personal bibliographies and: SICRIS

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