عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470876886 (hardback)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu
Title Proper
Handbook of modeling high-frequency data in finance
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, NJ
Name of Publisher, Distributor, etc.
Wiley,
Date of Publication, Distribution, etc.
c2012
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiv, 441 p.
SERIES
Series Title
Wiley handbooks in financial engineering and econometrics
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and indu
TOPICAL NAME USED AS SUBJECT
Entry Element
Finance, Econometric models
Entry Element
BUSINESS & ECONOMICS / Finance., bisacsh
OTHER CLASS NUMBERS
Class number
R
332
.
015195
,
H236
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Viens, Frederi G.,1969-
Entry Element
Florescu, Ionut1973-
Entry Element
Mariani, Maria C.
