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  5. Nonlinear Modelling of High Frequency Financial Time Series

Nonlinear Modelling of High Frequency Financial Time Series

av C Dunis

del av Financial Economics and Quantitative Analysis Series-serien

Nonlinear Modelling of High Frequency Financial Time Series av C Dunis
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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  • Språk:
  • Engelska
  • ISBN:
  • 9780471974642
  • Format:
  • Inbunden
  • Sidor:
  • 320
  • Utgiven:
  • 27 Maj 1998
  • Mått:
  • 161x239x29 mm.
  • Vikt:
  • 672 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 23 Oktober 2024

Om C Dunis

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Beskrivning av 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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