Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics

Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding v

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching

Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.

This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learnin