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| List of Contributors | ||
| About the Contributors | ||
| Series Preface | ||
| Preface | ||
| Pt. I | High Frequency Models in Finance: Motivations and Theoretical Issues | 1 |
| 1 | Modelling with High Frequency Data: A Growing Interest for Financial Economists and Fund Managers | 3 |
| 2 | High Frequency Foreign Exchange Rates: Price Behavior Analysis and 'True Price' Models | 23 |
| Pt. II | Detecting Nonlinearities in High Frequency Data: Empirical Tests and Modelling Implications | 49 |
| 3 | Testing Linearity with Information-Theoretic Statistics and the Bootstrap | 51 |
| 4 | Testing for Linearity: A Frequency Domain Approach | 69 |
| 5 | Stochastic or Chaotic Dynamics in High Frequency Financial Data | 87 |
| 6 | F-consistency, De-volatilization and Normalization of High Frequency Financial Data | 109 |
| Pt. III | Parametric Models for Nonlinear Financial Time Series | 125 |
| 7 | High Frequency Financial Time Series Data: Some Stylized Facts and Models of Stochastic Volatility | 127 |
| 8 | Modelling Short-term Volatility with GARCH and HARCH Models | 161 |
| 9 | High Frequency Switching Regimes: A Continuous-time Threshold Process | 177 |
| 10 | Modelling Burst Phenomena: Bilinear and Autoregressive Exponential Models | 201 |
| Pt. IV | Non-parametric Models for Nonlinear Financial Time Series | 223 |
| 11 | Application of Neural Networks to Forecast High Frequency Data: Foreign Exchange | 225 |
| 12 | An Application of Genetic Algorithms to High Frequency Trading Models: A Case Study | 247 |
| 13 | High Frequency Exchange Rate Forecasting by the Nearest Neighbours Method | 279 |
| Index | 293 |
| Price | Condition | Delivery | Seller | Action |
| $172.80 | Digital |
| WonderClub |
Scott Miller
reviewed Non-Linear Modelling of High Frequency Financial Time Series on September 24, 2017
Non-Linear Modelling of High Frequency Financial Time Series
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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Add Non-Linear Modelling of High Frequency Financial Time Series, Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial markets, daily prices and models based upon low frequency price series data do not provide the, Non-Linear Modelling of High Frequency Financial Time Series to the inventory that you are selling on WonderClubX
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Add Non-Linear Modelling of High Frequency Financial Time Series, Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial markets, daily prices and models based upon low frequency price series data do not provide the, Non-Linear Modelling of High Frequency Financial Time Series to your collection on WonderClub |