A Practical Guide to Forecasting Financial Market Volatility

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Publisher : John Wiley & Sons
ISBN 13 : 0470856157
Total Pages : 236 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis A Practical Guide to Forecasting Financial Market Volatility by : Ser-Huang Poon

Download or read book A Practical Guide to Forecasting Financial Market Volatility written by Ser-Huang Poon and published by John Wiley & Sons. This book was released on 2005-08-19 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Forecasting Volatility in the Financial Markets

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Author :
Publisher : Elsevier
ISBN 13 : 0080494978
Total Pages : 417 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Forecasting Volatility in the Financial Markets by : Stephen Satchell

Download or read book Forecasting Volatility in the Financial Markets written by Stephen Satchell and published by Elsevier. This book was released on 2002-08-22 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: '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 then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.The editors have brought together a set of contributors that give the reader a firm grounding in relevant theory and research and an insight into the cutting edge techniques applied in this field of the financial markets.This book is of particular relevance to anyone who wants to understand dynamic areas of the financial markets.* Traders will profit by learning to arbitrage opportunities and modify their strategies to account for volatility.* Investment managers will be able to enhance their asset allocation strategies with an improved understanding of likely risks and returns.* Risk managers will understand how to improve their measurement systems and forecasts, enhancing their risk management models and controls.* Derivative specialists will gain an in-depth understanding of volatility that they can use to improve their pricing models.* Students and academics will find the collection of papers an invaluable overview of this field.This book is of particular relevance to those wanting to understand the dynamic areas of volatility modeling and forecasting of the financial marketsProvides the latest research and techniques for Traders, Investment Managers, Risk Managers and Derivative Specialists wishing to manage their downside risk exposure Current research on the key forecasting methods to use in risk management, including two new chapters

Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022)

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Publisher : Springer Nature
ISBN 13 : 9464630361
Total Pages : 1906 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022) by : Yushi Jiang

Download or read book Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022) written by Yushi Jiang and published by Springer Nature. This book was released on 2023-05-11 with total page 1906 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. With the support of universities and the research of AEIC Academic Exchange Center, The 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022) will be held in Dali from June 24th to 26th. Compared with previous conferences, it will discuss more in-depth economic independent innovation, open cooperation and innovative business culture under the background of the new development stage, new situation and new journey era. There will be a broad exchange environment. Well-known experts, scholars or entrepreneurs in the field will be invited to make keynote reports. Contributing authors are also very welcome to actively participate in the conference and build an academic exchange ceremony.

Proceedings of the Second International Conference on Computing, Communication, Security and Intelligent Systems

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Publisher : Springer Nature
ISBN 13 : 9819983983
Total Pages : 414 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Proceedings of the Second International Conference on Computing, Communication, Security and Intelligent Systems by : Shahid Mumtaz

Download or read book Proceedings of the Second International Conference on Computing, Communication, Security and Intelligent Systems written by Shahid Mumtaz and published by Springer Nature. This book was released on with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays in Honor of Aman Ullah

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Publisher : Emerald Group Publishing
ISBN 13 : 1785607863
Total Pages : 680 pages
Book Rating : 4.7/5 (856 download)

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Book Synopsis Essays in Honor of Aman Ullah by : R. Carter Hill

Download or read book Essays in Honor of Aman Ullah written by R. Carter Hill and published by Emerald Group Publishing. This book was released on 2016-06-29 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.

Financial Analysis, Planning And Forecasting: Theory And Application (Third Edition)

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Publisher : World Scientific Publishing Company
ISBN 13 : 981472386X
Total Pages : 1390 pages
Book Rating : 4.8/5 (147 download)

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Book Synopsis Financial Analysis, Planning And Forecasting: Theory And Application (Third Edition) by : Cheng Few Lee

Download or read book Financial Analysis, Planning And Forecasting: Theory And Application (Third Edition) written by Cheng Few Lee and published by World Scientific Publishing Company. This book was released on 2016-08-10 with total page 1390 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction-level text that reviews, discusses, and integrates both theoretical and practical corporate analysis and planning. The field can be divided into five parts: (1) Information and Methodology for Financial Analysis; (2) Alternative Finance Theories and Cost of Capital; (3) Capital Budgeting and Leasing Decisions; (4) Corporate Policies and their Interrelationships; (5) Financial Planning and Forecasting.The theories used and discussed in this book can be grouped into the following classical theoretical areas of corporate finance: (1) Pre-M&M Theory, (2) M&M Theory, (3) CAPM, and (4) Option Pricing Theory (OPT). The interrelationships among these theories are carefully analyzed. Real world examples are used to enrich the learning experience; and alternative planning and forecasting models are used to show how the interdisciplinary approach can be used to make meaningful financial-management decisions.In this third edition, we have extensively updated and expanded the topics of financial analysis, planning and forecasting. New chapters were added, and some chapters combined to present a holistic view of the subject and much of the data revised and updated.

Forecasting Financial Time Series Using Model Averaging

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Publisher : Rozenberg Publishers
ISBN 13 : 9051709145
Total Pages : 198 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis Forecasting Financial Time Series Using Model Averaging by : Francesco Ravazzolo

Download or read book Forecasting Financial Time Series Using Model Averaging written by Francesco Ravazzolo and published by Rozenberg Publishers. This book was released on 2007 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this thesis we focus on forecasting financial time series using model averaging schemes as a way to produce optimal forecasts. We derive and discuss in simulation exercises and empirical applications model averaging techniques that can reproduce stylized facts of financial time series, such as low predictability and time-varying patterns. We emphasize that model averaging is not a "magic" methodology which solves a priori problems of poorly forecasting. Averaging techniques have an essential requirement: individual models have to fit data. In the first section we provide a general outline of the thesis and its contributions to previ ous research. In Chapter 2 we focus on the use of time varying model weight combinations. In Chapter 3, we extend the analysis in the previous chapter to a new Bayesian averaging scheme that models structural instability carefully. In Chapter 4 we focus on forecasting the term structure of U.S. interest rates. In Chapter 5 we attempt to shed more light on forecasting performance of stochastic day-ahead price models. We examine six stochastic price models to forecast day-ahead prices of the two most active power exchanges in the world: the Nordic Power Exchange and the Amsterdam Power Exchange. Three of these forecasting models include weather forecasts. To sum up, the research finds an increase of forecasting power of financial time series when parameter uncertainty, model uncertainty and optimal decision making are included.

Deep Learning Tools for Predicting Stock Market Movements

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Publisher : John Wiley & Sons
ISBN 13 : 1394214308
Total Pages : 500 pages
Book Rating : 4.3/5 (942 download)

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Book Synopsis Deep Learning Tools for Predicting Stock Market Movements by : Renuka Sharma

Download or read book Deep Learning Tools for Predicting Stock Market Movements written by Renuka Sharma and published by John Wiley & Sons. This book was released on 2024-05-14 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: DEEP LEARNING TOOLS for PREDICTING STOCK MARKET MOVEMENTS The book provides a comprehensive overview of current research and developments in the field of deep learning models for stock market forecasting in the developed and developing worlds. The book delves into the realm of deep learning and embraces the challenges, opportunities, and transformation of stock market analysis. Deep learning helps foresee market trends with increased accuracy. With advancements in deep learning, new opportunities in styles, tools, and techniques evolve and embrace data-driven insights with theories and practical applications. Learn about designing, training, and applying predictive models with rigorous attention to detail. This book offers critical thinking skills and the cultivation of discerning approaches to market analysis. The book: details the development of an ensemble model for stock market prediction, combining long short-term memory and autoregressive integrated moving average; explains the rapid expansion of quantum computing technologies in financial systems; provides an overview of deep learning techniques for forecasting stock market trends and examines their effectiveness across different time frames and market conditions; explores applications and implications of various models for causality, volatility, and co-integration in stock markets, offering insights to investors and policymakers. Audience The book has a wide audience of researchers in financial technology, financial software engineering, artificial intelligence, professional market investors, investment institutions, and asset management companies.

Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023)

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Publisher : Springer Nature
ISBN 13 : 9464632461
Total Pages : 821 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) by : Shehnaz Tehseen

Download or read book Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) written by Shehnaz Tehseen and published by Springer Nature. This book was released on 2023-10-27 with total page 821 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book.The 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023) will be held in Dali on June 30–July 2, 2023. ICEDBC 2023 is annual conference since 2021. It was held in Xiamen, Dali from 2021 to 2022. Every year, there are many attendees from Asia, Europe, America, etc., and quite a few well-known experts give plenary speeches. Business culture is an organic and important part of the social culture system, it is the comprehensive reflection and expression of national culture and modern consciousness in business behavior, and is formed under the influence of national culture and modern consciousness with modern business characteristics and group consciousness as well as the behavior norms generated by this consciousness. For business, one hand on the economy, the other on culture, will certainly promote China's business towards modernization in a big step. The day when business culture is flourishing is the day when business economy is flourishing. Business culture plays a fundamental and decisive role in economic development, providing adequate basic support and supporting services for business activities. Business culture regulates business behavior, regulates business relationships, and influences the way of thinking in economic operation. Business culture promotes economic development through the shaping of people's pattern realm, entrepreneurship and integrity spirit. Business culture plays the role of "adhesive, catalyst and lubricant" for economic development by constructing and practicing value creation in business management and business transactions. ICEDBC2023 aims to explore the role of business culture in promoting economic development and to thoroughly analyze how to use its economic functions more effectively. ICEDBC 2023 warmly invite you to participate in and look forward to seeing you in Dali, China.

Analyzing Modern Business Cycles: Essays Honoring

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Publisher : Routledge
ISBN 13 : 1351695568
Total Pages : 440 pages
Book Rating : 4.3/5 (516 download)

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Book Synopsis Analyzing Modern Business Cycles: Essays Honoring by : Philip A Klein

Download or read book Analyzing Modern Business Cycles: Essays Honoring written by Philip A Klein and published by Routledge. This book was released on 2017-10-03 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 1990.

Modelling and forecasting stock return volatility and the term structure of interest rates

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Publisher : Rozenberg Publishers
ISBN 13 : 9051709153
Total Pages : 286 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis Modelling and forecasting stock return volatility and the term structure of interest rates by : Michiel de Pooter

Download or read book Modelling and forecasting stock return volatility and the term structure of interest rates written by Michiel de Pooter and published by Rozenberg Publishers. This book was released on 2007 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation consists of a collection of studies on two areas in quantitative finance: asset return volatility and the term structure of interest rates. The first part of this dissertation offers contributions to the literature on how to test for sudden changes in unconditional volatility, on modelling realized volatility and on the choice of optimal sampling frequencies for intraday returns. The emphasis in the second part of this dissertation is on the term structure of interest rates.

Essays in Honor of Cheng Hsiao

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Publisher : Emerald Group Publishing
ISBN 13 : 1789739594
Total Pages : 427 pages
Book Rating : 4.7/5 (897 download)

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Book Synopsis Essays in Honor of Cheng Hsiao by : Dek Terrell

Download or read book Essays in Honor of Cheng Hsiao written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2020-04-15 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Business Forecasting with Accompanying Excel-based Forecastx Software

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Publisher :
ISBN 13 : 9780072312669
Total Pages : 0 pages
Book Rating : 4.3/5 (126 download)

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Book Synopsis Business Forecasting with Accompanying Excel-based Forecastx Software by : J. Holton Wilson

Download or read book Business Forecasting with Accompanying Excel-based Forecastx Software written by J. Holton Wilson and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analysing Modern Business Cycles: Essays Honoring Geoffrey H.Moore

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Publisher : Routledge
ISBN 13 : 131549227X
Total Pages : 235 pages
Book Rating : 4.3/5 (154 download)

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Book Synopsis Analysing Modern Business Cycles: Essays Honoring Geoffrey H.Moore by : Philip A. Klein

Download or read book Analysing Modern Business Cycles: Essays Honoring Geoffrey H.Moore written by Philip A. Klein and published by Routledge. This book was released on 2019-07-25 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This "Festschrift" honours Geoffrey H. Moore's life-long contribution to the study of business cycles. After some analysts had concluded that business cycles were dead, renewed economic turbulence in the 1970s and 1980s brought new life to the subject. The study of business cycles now encompasses the global economic system, and this work aims to push back the frontiers of knowledge.

Econophysics and Data Driven Modelling of Market Dynamics

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Publisher : Springer
ISBN 13 : 3319084739
Total Pages : 360 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Econophysics and Data Driven Modelling of Market Dynamics by : Frédéric Abergel

Download or read book Econophysics and Data Driven Modelling of Market Dynamics written by Frédéric Abergel and published by Springer. This book was released on 2015-01-27 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature.

Data Analytics Applications in Emerging Markets

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Publisher : Springer Nature
ISBN 13 : 9811946957
Total Pages : 209 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Data Analytics Applications in Emerging Markets by : José Antonio Núñez Mora

Download or read book Data Analytics Applications in Emerging Markets written by José Antonio Núñez Mora and published by Springer Nature. This book was released on 2022-10-26 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes the impact of technology in emerging markets by considering conditions and the history of how it has changed the way of working and market development in such contexts. The book delves into key areas such as fintech enterprises, artificial intelligence, pension funds, stock markets, and energy markets though applied studies and research. This book is a useful read for practitioners and scholars interested in how technology has and continues to change the way in which development is defined and achieved, particularly in emerging markets.

Capital Markets and Finance Bibliography

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Publisher :
ISBN 13 :
Total Pages : 316 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Capital Markets and Finance Bibliography by :

Download or read book Capital Markets and Finance Bibliography written by and published by . This book was released on 1979 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: