Nonlinear modelling of high frequency financial time series /
Disimpan dalam:
| Pengarang-pengarang Lain: | , |
|---|---|
| Format: | Buku |
| Bahasa: | English |
| Diterbitkan: |
Chichester, England ; New York :
Wiley,
c1998.
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| Siri: | Series in financial economics and quantitative analysis.
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| Subjek-subjek: | |
| Penanda-penanda: |
Tambah Penanda
Tiada Penanda, Jadilah orang pertama menanda rekod ini!
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Jadual Kandungan:
- pt. I.
- High Frequency Models in Finance: Motivations and Theoretical Issues.
- 1.
- Modelling with High Frequency Data: A Growing Interest for Financial Economists and Fund Managers /
- Michael Gavridis.
- 2.
- High Frequency Foreign Exchange Rates: Price Behavior Analysis and 'True Price' Models /
- John Moody and Lizhong Wu
- pt. II.
- Detecting Nonlinearities in High Frequency Data: Empirical Tests and Modelling Implications.
- 3.
- Testing Linearity with Information-Theoretic Statistics and the Bootstrap /
- F.M. Aparicio Acosta.
- 4.
- Testing for Linearity: A Frequency Domain Approach /
- Jerome Drunat, Gilles Dufrenot and Laurent Mathieu.
- 5.
- Stochastic or Chaotic Dynamics in High Frequency Financial Data /
- Dominique Guegan and Ludovic Mercier.