Nonlinear modelling high frequency (16 resultados)
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Librería: HPB-Red, Dallas, TX, Estados Unidos de AmericaHPB-Red
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hardcover. Condición: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority.
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EUR 51,98
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Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9780471974642.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 111,62
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 111,41
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 117,92
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 131,78
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 149,07
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Condición: New. pp. 332.
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- Primera edición
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 147,85
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Condición: New. 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. Editor(s): Dunis, Christian…; Zhou, Bin. Series: Wiley series in financial economics & quantitative analysis. Num Pages: 332 pages, illustrations. BIC Classification: KFF; PBWH. Category: (P) Professional & Vocational. Dimension: 239 x 161 x 29. Weight in Grams: 672. . 1998. 1st Edition. Hardcover. . . . .
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 165,08
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Condición: New. pp. 332.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 130,33
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Condición: New. 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 l.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 188,69
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Condición: New. 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. Editor(s): Dunis, Christian…; Zhou, Bin. Series: Wiley series in financial economics & quantitative analysis. Num Pages: 332 pages, illustrations. BIC Classification: KFF; PBWH. Category: (P) Professional & Vocational. Dimension: 239 x 161 x 29. Weight in Grams: 672. . 1998. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 160,92
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Buch. Condición: Neu. Neuware - 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 level of accuracy required by traders and…a growing number of risk managers. To improve results, more and more researchers and practitioners are turning to high frequency data. Nonlinear Modelling of High Frequency Financial Time Series presents the latest developments and views of leading international researchers and market practitioners, in modelling high frequency data in finance. Combining both nonlinear modelling and intraday data for financial markets, the editors provide a fascinating foray into this extremely popular discipline. This book evolves around four major themes. The first introductory section focuses on high frequency financial data. The second part examines the exact nature of the time series considered: several linearity tests are presented and applied and their modelling implications assessed. The third and fourth parts are dedicated to modelling and forecasting these financial time series.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 244,77
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Hardcover. Condición: Brand New. 1st edition. 332 pages. 9.50x6.50x1.00 inches. In Stock.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 138,09
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Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 654.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 157,38
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Hardcover. Condición: Brand New. 1st edition. 332 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand.
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- Primera edición
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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 127,09
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Hardcover. Condición: new. Hardcover. 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 level of accuracy required by trader…s and a growing number of risk managers. To improve results, more and more researchers and practitioners are turning to high frequency data. Nonlinear Modelling of High Frequency Financial Time Series presents the latest developments and views of leading international researchers and market practitioners, in modelling high frequency data in finance. Combining both nonlinear modelling and intraday data for financial markets, the editors provide a fascinating foray into this extremely popular discipline. This book evolves around four major themes. The first introductory section focuses on high frequency financial data. The second part examines the exact nature of the time series considered: several linearity tests are presented and applied and their modelling implications assessed. The third and fourth parts are dedicated to modelling and forecasting these 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
