Practical guide to forecasting financial market volatility by Ser-Huang Poon Poon, Ser-Huang

By:

Poon, Ser-Huang

Material type: Text

TextSeries: The Wiley finance seriesPublication details: West Sussex Wiley 2005Description: xvi + 219 p., 24 cmISBN:

0470856130

Subject(s):

DDC classification:

332.64

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode	Item holds
Book	Ahmedabad	332.64 P6P7 (Browse shelf(Opens below))	Available	PM (14/9/2017)		161899

Total holds: 0

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.

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