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Forecasting Financial Markets by Terence C. Mills (Hardcover, 2002)

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ISBN-13: 9781840644975, 978-1840644975. This book brings together key papers in this wide field. Forecasting Financial Markets Author(s): Terence C. Mills. Format: Hardback.

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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 two-volume set brings together key papers in this 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.