A Practical Guide to Forecasting Financial Market Volatility

By:

Ser-Huang Poon

Format:

Hardback

Series:

The Wiley Finance Series

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Description

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.

Author Biography:

About the author Dr SER-HUANG POON was promoted to Professor of Finance at Manchester University in 2003. Prior to that, she was a senior lecturer at Strathclyde University. Ser-Huang graduated from the National University of Singapore and obtained her masters and PhD from Lancaster University, UK. She has researched financial market volatility for many years and has published in many top ranking peer reviewed finance and financial econometric journals with many co-authors from around the world. Her financial market volatility work was cited as a reference reading on the Nobel web site in 2003.

Release date NZ

April 19th, 2005

Author

Ser-Huang Poon

Audience

Professional & Vocational

Pages

200

Series

The Wiley Finance Series

Dimensions

160x235x25

ISBN-13

9780470856130

Product ID

3095140

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