Forecasting Financial Markets

• Hardcover | Engels | Financial Economics and Quantitative Analysis
• Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different mot... Lees meer

Maximum Entropy Econometrics

Amos Golan, George G Judge, Douglas Miller

• Hardcover | Engels | Financial Economics and Quantitative Analysis | nr. 16
• In the theory and practice of econometrics the model, the methodand the data are all interdependent links in informationrecovery-estimation and infere... Lees meer

Nonlinear Modelling of High Frequency Financial Time Series

• Hardcover | Engels | Financial Economics and Quantitative Analysis
• This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high d... Lees meer

Quantitative Financial Economics

Keith Cuthbertson, Dirk Nitzsche

• Paperback | Engels | Financial Economics and Quantitative Analysis
• Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial m... Lees meer

Financial Innovation

Philip Molyneux, Nidal Shamroukh

• Hardcover | Engels | Financial Economics and Quantitative Analysis | nr. 15
• This text discusses, through a blend of theory and empirical research, the modelling of financial instruments and examines the instruments that have b... Lees meer

Developments in Forecast Combination and Portfolio Choice

• Hardcover | Engels | Financial Economics and Quantitative Analysis
• This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk a... Lees meer