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Forecasting Financial Markets

Editor

Listed:
  • Terence C. Mills

Abstract

The forecasting of financial markets has engaged the attention of market professionals and academic economists and statisticians for many years, and has also attracted the interest of numerous ‘amateur’ investors. This book brings together key papers in this wide field. After considering some of the earliest attempts at forecasting, it provides an insight into the theoretical underpinnings of the subject, investigates the random walk model, and examines various financial markets, volatility and density forecasting, the forecasting of extreme events, trading rules, technical analysis and high frequency data.

Suggested Citation

  • Terence C. Mills (ed.), 2002. "Forecasting Financial Markets," Books, Edward Elgar Publishing, volume 0, number 2175.
    • Handle: RePEc:elg:eebook:2175
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    File URL: http://www.e-elgar.com/shop/isbn/9781840644975
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    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • G0 - Financial Economics - - General

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