Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets
Author :
Publisher : Butterworth-Heinemann
Total Pages : 376
Release :
ISBN-10 : UCSC:32106014108515
ISBN-13 :
Rating : 4/5 (15 Downloads)

Book Synopsis Forecasting Volatility in the Financial Markets by : John Knight

Download or read book Forecasting Volatility in the Financial Markets written by John Knight and published by Butterworth-Heinemann. This book was released on 1998 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: An aid to understanding the significance of volatility in the financial market, this text details modelling/forecasting techniques and uses a technical survey to define the models of volatility and return and explain the ways to measure risk. Applications in the financial markets are then detailed.


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