Nonlinear Dynamics In High Frequency Intra-Day Financial Data
โ Scribed by Mcmillan And Speight
- Year
- 1999
- Tongue
- English
- Leaves
- 30
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p>The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an i
Machine generated contents note: 1.Introduction -- 1.1.Motivation -- 1.2.Structure of the Book -- References -- 2.Microstructure Foundations -- 2.1.The Institutional Framework of Trading -- 2.1.1.Types of Traders and Forms of Trading -- 2.1.2.Types of Orders -- 2.1.3.Market Structures -- 2.1.4.Orde
<b>CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS</b></p><p>In 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. <i>Handbook of Modeling High-Frequen