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Modelling and Forecasting Financial Data is written by Abdol S. Soofi and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 1461509319 (ISBN 10) and 9781461509318 (ISBN 13).
Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.