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Nonlinear Modelling of High Frequency Financial Time Series

af C Dunis

indgår i Financial Economics and Quantitative Analysis Series serien

Nonlinear Modelling of High Frequency Financial Time Series af C Dunis
Bag om Nonlinear Modelling of High Frequency Financial Time Series

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780471974642
  • Indbinding:
  • Hardback
  • Sideantal:
  • 320
  • Udgivet:
  • 27. maj 1998
  • Størrelse:
  • 161x239x29 mm.
  • Vægt:
  • 672 g.
  • 2-3 uger.
  • 26. november 2024

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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.

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