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Nonlinear Modelling of High Frequency Financial Time Series - Financial Economics and Quantitative Analysis Series C Dunis
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Nonlinear Modelling of High Frequency Financial Time Series - Financial Economics and Quantitative Analysis Series
C Dunis
This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.
332 pages, illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 1998. gada 1. oktobris |
| ISBN13 | 9780471974642 |
| Izdevēji | John Wiley & Sons Inc |
| Lapas | 320 |
| Izmēri | 161 × 239 × 29 mm · 662 g |
| Valoda | Angļu |
| Redaktors | Dunis, Christian L. |
| Redaktors | Zhou, Bin |
