Dunis – författare
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4 produkter
Applied Quantitative Methods for Trading and Investment
Inbunden, 2003
1469 kr
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This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative …
Developments in Forecast Combination and Portfolio Choice
Inbunden, 2001
1529 kr
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Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals …
Forecasting Financial Markets
Exchange Rates, Interest Rates and Asset Management
Av Christian Dunis, Dunis m. fl.
Inbunden, 1996
1630 kr
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Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected news.The mathematical techniques and models used in the forecasting offinancial markets have therefore grown …
Nonlinear Modelling of High Frequency Financial Time Series
Inbunden, 1998
1484 kr
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Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial markets, daily prices and models based upon low frequency price series data do not provide the level of accuracy required by traders and a …