DMCA. Copyrighted Work that you can Claim.
Base have 820 524 books.
Search: 


šŸ“™ Modelling and Forecasting High Frequency Financial Data by Stavros Degiannakis, Christos Floros (auth.) ā€” pdf free


The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets.

This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways in which to critically apply this knowledge within a financial context.

Modelling and Forecasting High Frequency Financial Data combines traditional and updated theories and applies them to real-world financial market situations. It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets.



About book:

About file:

  • File size: 4 319 724
  • Format: pdf


Security code:
Download button

Similar books results


High-Frequency Financial Econometrics
High-Frequency Financial Econometrics free epub by Yacine AĆÆt-Sahalia, Jean Jacod

High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown...

Econometric Forecasting And High-Frequency Data Analysis
Econometric Forecasting And High-Frequency Data Analysis free download by Roberto S. Mariano, Yiu-kuen Tse, Roberto S. Mariano, Yiu-kuen Tse

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in t...

Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore)
Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore) epub download by Roberto S. Mariano

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in t...

Econometric Forecasting And High-Frequency Data Analysis
Econometric Forecasting And High-Frequency Data Analysis epub download by Roberto S. Mariano, Yiu-Kuen Tse, Roberto S. Mariano, Yiu-Kuen Tse

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in t...

Market Models: A Guide to Financial Data Analysis
Market Models: A Guide to Financial Data Analysis free epub by Carol Alexander

Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vit...

High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)
High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics) pdf free by Luc Bauwens, Winfried Pohlmeier, David Veredas

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. T...

High Frequency Financial Econometrics: Recent Developments
High Frequency Financial Econometrics: Recent Developments free pdf by Luc Bauwens, Winfried Pohlmeier, David Veredas

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. T...

High Frequency Financial Econometrics: Recent Developments
High Frequency Financial Econometrics: Recent Developments download pdf by Luc Bauwens, Winfried Pohlmeier, David Veredas (auth.), Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.)

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. T...

Haskell Financial Data Modeling and Predictive Analytics
Haskell Financial Data Modeling and Predictive Analytics epub download by Pavel Ryzhov

Get an in-depth analysis of financial time series from the perspective of a functional programmer Overview Understand the foundations of financial stochastic processes Build robust models quickly and efficiently Tackle the complexity of parallel programm...