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Books in Planning forecasting

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    • Forecasting Volatility in the Financial Markets

      • 3rd Edition
      • February 19, 2007
      • Stephen Satchell + 1 more
      • English
      • Hardback
        9 7 8 0 7 5 0 6 6 9 4 2 9
      • Paperback
        9 7 8 0 0 8 0 9 7 6 2 1 1
      • eBook
        9 7 8 0 0 8 0 4 7 1 4 2 6
      Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition:* What good is a volatility model? Engle and Patton* Applications for portfolio variety Dan diBartolomeo* A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish* Volatility modeling and forecasting in finance Xiao and Aydemir* An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey

    • Forecasting Expected Returns in the Financial Markets

      • 1st Edition
      • July 16, 2007
      • Stephen Satchell
      • English
      • Paperback
        9 7 8 0 0 8 0 9 7 6 2 8 0
      • Hardback
        9 7 8 0 7 5 0 6 8 3 2 1 0
      • eBook
        9 7 8 0 0 8 0 5 5 0 6 7 1
      Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.

    • Handbook of Economic Forecasting

      • 1st Edition
      • Volume 1
      • May 30, 2006
      • G. Elliott + 2 more
      • English
      • Hardback
        9 7 8 0 4 4 4 5 1 3 9 5 3
      • eBook
        9 7 8 0 0 8 0 4 6 0 6 7 3
      Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing.