Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets pdf epub mobi txt 电子书 下载 2025

出版者:Butterworth-Heinemann
作者:Stephen Satchell
出品人:
页数:432
译者:
出版时间:2007-2-19
价格:GBP 80.00
装帧:Hardcover
isbn号码:9780750669429
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This new edition of "Forecasting Volatility in the Financial Markets" assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility.Chapters new to this third edition are: What good is a volatility model? (Engle and Patton); Applications for portfolio variety (Dan diBartolomeo); A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices (Rob Cornish); Volatility modeling and forecasting in finance (Xiao and Aydemir); And an investigation of the relative performance of GARCH models versus simple rules in forecasting volatility (Thomas A. Silvey). Leading thinkers present newest research on volatility forecasting and international authors cover a broad array of subjects related to volatility forecasting.

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关于波动率预测的论文集。收集论文的质量总体尚好,但个别滥竽充数的。

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关于波动率预测的论文集。收集论文的质量总体尚好,但个别滥竽充数的。

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关于波动率预测的论文集。收集论文的质量总体尚好,但个别滥竽充数的。

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关于波动率预测的论文集。收集论文的质量总体尚好,但个别滥竽充数的。

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关于波动率预测的论文集。收集论文的质量总体尚好,但个别滥竽充数的。

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