An Introduction to High

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• Product ID: O73774882

An Introduction to High

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• Product ID: O73774882

Package Size

22.9cm x 15.2cm x 1.9cm

Gross Weight

669g

Author

Ramazan Gencay

Author

Michel Dacorogna

Author

Ulrich Muller

Author

Richard Olsen

Author

Olivier Pictet

Format

Hardback

Pages

383

Width

152.00 mm

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Add to Cart An Introduction to High-frequency Finance by Ramazan Gencay (Hardback)

	Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange.. Buy 1 at wholesale price, make ~ 210% profit by reselling at market price ?up to R1800.

FAQ

About this book, the "An Introduction to High" author(s):

Ramazan Gencay is a professor in the economics department at the University of Windsor, Ontario, Canada. His areas of specialization are financial econometrics, nonlinear time series, nonparametric econometrics, and chaotic dynamics. His publications appear in finance, economics, statistics and physics journals. Some of his publications are published in the Journal of the American Statistical Association, Journal of Econometrics, Journal of International Economics, Journal of Nonparametric Statistics, Journal of Empirical Finance, Journal of Economic Dynamics and Control, Journal of Applied Econometrics, European Economic Review, Journal of Forecasting, Physica A, Physica D and Physics Letters A. He is co-editor of Studies in Nonlinear Dynamics and Econometrics and IEEE Transactions in Computational Finance. He is also a co-author of An Introduction to High-Frequency Finance (Academic Press, 2001).

Description

Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets. http://www.dropshippers.co.za/

Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot.. http://www.dropshippers.co.za/

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Total 1 An Introduction to High media files include videos, audios, programs or documents available for download.

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