Modelling and Forecasting High Frequency Financial Data

Name: Modelling and Forecasting High Frequency Financial Data
Brand: Palgrave Macmillan
SKU: 9781137396488
Price: 87.18 EUR
Availability: InStock

Автор: Stavros Degiannakis, Christos Floros

Език:

Корици: С твърди корици

Издател: Palgrave Macmillan

Наличност: Външен склад

Изпращаме след 9-15 дни

87.18 € 170.51 лв

The global financial crisis has reopened discussion surrounding the use of appropriate theoretical f...

Информация за книгата

Автор

Stavros Degiannakis, Christos Floros

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2015

страници

278

EAN

9781137396488

ISBN

1137396482

Enbook ID

09237964

Издател

Palgrave Macmillan

Теглоt

616

Размери

241 x 167 x 26

Пълно описание

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.

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Modelling and Forecasting High Frequency Financial Data

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