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Book Categories |
| Foreword | ||
| Acknowledgments | ||
| Contributing authors | ||
| Introduction | ||
| Pt. I | High Frequency Financial Series, Volatility and Risk | 1 |
| 1 | Efficient Estimation of Intra-day Volatility: A Method-of-Moments Approach Incorporating the Trading Range | 3 |
| 2 | Modelling Intra-day Equity Prices and Volatility Using Information Arrivals - A Comparative Study of Different Choices of Informational Proxies | 27 |
| 3 | The Incremental Volatility Information in One Million Foreign Exchange Quotations | 65 |
| 4 | Correlation of High-Frequency Financial Time Series | 91 |
| 5 | Highs and Lows: Times of the Day in the Currency CME Market | 127 |
| Pt. II | Statistical Features of High Frequency Financial Series and Forecasting | 149 |
| 6 | The Intra-day Behaviour of Key Market Variables for LIFFE Derivatives | 151 |
| 7 | Price Discovery and Market Integration in European Bond Markets | 190 |
| 8 | A Practical Approach to Information Spillover at High Frequency: Empirical Study of the Gilt and FTSE LIFFE Contracts | 207 |
| 9 | High-Frequency Random Walks? | 227 |
| 10 | Trading Rules Profits and the Underlying Time Series Properties | 255 |
| Pt. III | High Frequency Financial Series and Market Practitioners Applications | 303 |
| 11 | The Sources, Preparation and Use of High Frequency Data in the Derivatives Markets | 305 |
| 12 | The Design of a Quantitative Currency Overlay Program | 324 |
| 13 | Constructing A Managed Portfolio of High Frequency LIFFE Futures Positions | 347 |
| 14 | Is Short Term Better? An Insight Through Managed Futures Performances | 376 |
| Index | 389 |
| Price | Condition | Delivery | Seller | Action |
| $115.95 | Digital |
| WonderClub |
Sean Beech
reviewed Financial Markets Tick By Tick on August 23, 2011
Financial Markets Tick By Tick
For the time this book came out, it was extremely forthright in disproving institutional methods of viewing the markets. This book did an incredible job at introducing the concept of nonliterary and conveyed the paramount importance of adopting more modern systems into analyzing markets.
Although some information is outdated, this still serves as an excellent book at teaching complex aspects of the market, even in our modern world.
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Add Financial Markets Tick By Tick, Financial Markets Tick by Tick Insights in Financial Markets Microstructure Edited by Pierre Lequeux Financial Markets Tick by Tick is an in-depth and unique collection of analyses of the behaviour of the financial markets at the micro level. Its publica, Financial Markets Tick By Tick to the inventory that you are selling on WonderClubX
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Add Financial Markets Tick By Tick, Financial Markets Tick by Tick Insights in Financial Markets Microstructure Edited by Pierre Lequeux Financial Markets Tick by Tick is an in-depth and unique collection of analyses of the behaviour of the financial markets at the micro level. Its publica, Financial Markets Tick By Tick to your collection on WonderClub |
