An introduction to high-frequency finance
This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates t...
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| Natura: | Libro |
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| Lingua: | Undetermined |
| Pubblicazione: |
San Diego
Academic Press
2001
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| LEADER | 01017nam a2200205Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_149797 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 71.37 | ||
| 082 | |a 330.015195 | ||
| 082 | |b I.61 | ||
| 245 | 3 | |a An introduction to high-frequency finance | |
| 245 | 0 | |c Michel M. Dacorogna ... [et al.] | |
| 260 | |a San Diego | ||
| 260 | |b Academic Press | ||
| 260 | |c 2001 | ||
| 520 | |a This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets | ||
| 650 | |a Tài chính,Finance | ||
| 650 | |x Các mô hình kinh tế,Econometric models | ||
| 904 | |i Duy Bằng | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||