This, as with the other two Dunis titles in the FEQA series, is based on this year’s Forecasting Financial Markets and Computational Finance Conference which focuses on the theme of risk forecasting and asset management. Written by leading international researchers and practitioners, this book focuses on three main themes of today’s state of the art financial research: model and forecast combinations, structural change and long memory and controlling downside risk and investment strategies. Professor Stephen Hall, FEQA series editor endorses the proposal . The other 2 titles in the series have sold as follows: Forecasting Financial Markets (8/96) 1580 Nonlinear Modelling of High Frequency Time Series (5/98) 751
Book Details:
- Author: Christian L. Dunis
- ISBN: 9780471521655
- Year Published: 2001
- Pages: 344
- BISAC: BUS027000, BUSINESS & ECONOMICS/Finance
About the Book and Topic:
This, as with the other two Dunis titles in the FEQA series, is based on this year’s Forecasting Financial Markets and Computational Finance Conference which focuses on the theme of risk forecasting and asset management. Written by leading international researchers and practitioners, this book focuses on three main themes of today’s state of the art financial research: model and forecast combinations, structural change and long memory and controlling downside risk and investment strategies. Professor Stephen Hall, FEQA series editor endorses the proposal . The other 2 titles in the series have sold as follows: Forecasting Financial Markets (8/96) 1580 Nonlinear Modelling of High Frequency Time Series (5/98) 751
Ideal title within the Financial Economics and Quantitative Analysis Series. Christian Dunis has a good reputation within this community.
All three authors are highly respected within the financial community.
About the Author
CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms and an Official Reviewer attached to the European Commission for the evaluation of applications to Finance of emerging software technologies. He is an Editor of the European Journal of Finance and has published widely in the field of financial market analysis and forecasting. ALLAN TIMMERMANN is Professor of Economics at University of California, San Diego. He is on the editorial board of the Journal of Forecasting and Journal of Business and Economic Statistics. His research is concerned with modelling the dynamics and predictability of returns in financial markets. Professor Timmermann has held positions at Birkbeck College and the London School of Economics. JOHN MOODY is the Director of the Computational Finance program and a Professor of Computer Science at the Oregon Graduate Institute. His research interests include computational finance, time series analysis and machine learning. Professor Moody has held positions at Yale University and the Institute for Theoretical Physics.