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.
General
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