A Practical Guide to Forecasting Financial Market Volatility by Poon, Ser-Huang

A Practical Guide to Forecasting Financial Market Volatility (Hardcover) (ISBN-13: 9780470856130)

Vendor: Ser-Huang Poon
Product type: Books
Format: Hardcover
$136.00
$136.00
$136.00
Subtotal: $136.00
A Practical Guide to Forecasting Financial Market Volatility by Poon, Ser-Huang

A Practical Guide to Forecasting Financial Market Volatility

$136.00
A Practical Guide to Forecasting Financial Market Volatility by Poon, Ser-Huang

A Practical Guide to Forecasting Financial Market Volatility

$136.00
Format: Hardcover
Description
Description
x
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: Ser-Huang Poon
ISBN-10: 0470856130
ISBN-13: 9780470856130
Publisher: Wiley
Language: English
Published: 05/27/2005
Pages: 200
Format: Hardcover
Weight: 1.05lbs
Size: 9.14h x 6.40w x 0.94d
By Ser-Huang Poon
By Ser-Huang Poon
x

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.

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