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a practical guide to forecasting financial market volatility
Ser-Huang Poon (Autor)
·
wiley
· Libro Físico
a practical guide to forecasting financial market volatility - ser-huang poon
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Origen: Estados Unidos
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Reseña del libro "a practical guide to forecasting financial market volatility"
volatility forecasting is an important topic in the finance industry and many areas of finance research. there are many books written on financial market modelling, but few on volatility forecasting and the practical use of these models. volatility modelling and forecasting has been an extremely active area of research during the past two decades and good models have a number of immediate practical real-world applications. there is currently no one single book devoted primarily to volatility forecasting. this book aims to give practical guidance on how to forecast volatility in the financial markets by examining a range of popular forecasting models. it will provide details on how to build these volatility models and how to actually use them in forecasting.
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