Bøker av C Dunis

This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.

Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news.

This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk and investment strategies.

Provides a manual on quantitative financial analysis. Focusing on methods for modelling financial markets in the context of practical financial applications, this book covers data, software and techniques that enables the reader to implement and interpret quantitative methodologies, specifically for trading and investment.