9781334538483 - estimating the covariance matrix from unsynchronized high frequency financial data (classic reprint) de zhou, bin (3 resultados)
Estimating the Covariance Matrix from Unsynchronized High Frequency Financial Data (Classic Reprint)
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 24,62
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 15 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Estimating the Covariance Matrix from Unsynchronized High Frequency Financial Data (Classic Reprint)
- Tapa blanda
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 24,00
Envío por EUR 3,81Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 15 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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- Impresión bajo demanda
Librería: Forgotten Books, London, Reino UnidoForgotten Books
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EUR 15,46
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Paperback. Condición: New. Print on Demand. This book delves into the complex world of high-frequency financial data, exploring techniques to accurately estimate the covariance matrix of currency exchange rates. The author provides a comprehensive framework for utilizing unsynchronized and noisy data, addressing the challenges p…osed by observation noise, which can hinder the consistency of traditional estimators. The book highlights the importance of determining an optimal observation frequency to minimize estimation variance. It also examines the practical application of these methods in estimating daily covariance and correlation matrices of three major currency exchange rates, revealing insights into the dynamic relationships between these currencies over time. The author's innovative approach offers valuable tools for financial analysts and risk managers seeking to make informed decisions based on high-frequency data in the ever-changing financial landscape. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
