A practical guide to forecasting financial market volatility

dc.contributor.author	Ser-Huang, Poon
dc.date.issued	2005
dc.identifier.isbn	978-0-470-85613-0; 0-470-85613-0
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/942
dc.description	xvi, 219 p. : ill.
dc.description.abstract	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.
dc.language.iso	en
dc.publisher	John Wiley & Sons, Ltd
dc.subject	Options (Finance)
dc.subject.other	Securities
dc.subject.other	Stock price forecasting
dc.subject.other	Mathematical models
dc.title	A practical guide to forecasting financial market volatility
dc.type	Book