A dynamic use of survey data and high frequency model forecasting

Modelling and Forecasting High Frequency

📁 Modelling and Forecasting High Frequency Financial Data

✍ Stavros Degiannakis, Christos Floros (auth.) 📂 Library 📅 2015 🏛 Palgrave Macmillan UK 🌐 English

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 tur

Econometric Forecasting And High-Frequen

📁 Econometric Forecasting And High-Frequency Data Analysis

✍ Roberto S. Mariano, Yiu-kuen Tse, Roberto S. Mariano, Yiu-kuen Tse 📂 Library 📅 2008 🏛 World Scientific Publishing Company 🌐 English

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 the Econometric Forecasting and High-Frequency

Econometric Forecasting And High-Frequen

📁 Econometric Forecasting And High-Frequency Data Analysis

✍ Roberto S. Mariano, Yiu-Kuen Tse, Roberto S. Mariano, Yiu-Kuen Tse 📂 Library 📅 2008 🏛 World Scientific Publishing Company 🌐 English

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 the Econometric Forecasting and High-Frequency

The Econometrics of Sequential Trade Mod

📁 The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data

✍ Stefan Kokot (auth.) 📂 Library 📅 2004 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi

Modelling and Forecasting Financial Data

📁 Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics

✍ Abdol S. Soofi, Liangyue Cao (auth.), Abdol S. Soofi, Liangyue Cao (eds.) 📂 Library 📅 2002 🏛 Springer US 🌐 English

Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all

Handbook of Modeling High-Frequency Data

📁 Handbook of Modeling High-Frequency Data in Finance

✍ Frederi G. Viens, Maria C. Mariani, Ionut Florescu 📂 Library 📅 2011 🏛 Wiley 🌐 English

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICSIn recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequen

A dynamic use of survey data and high frequency model forecasting

✦ Synopsis