Handbook of modeling high-frequency data in finance
Saved in:
Main Author: | Viens, Frederi G., 1969- |
---|---|
Corporate Author: | ebrary, Inc |
Other Authors: | Florescu, Ionuţ, 1973-, Mariani, Maria C. |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, NJ :
Wiley,
c2012.
|
Edition: | 1. |
Series: | Wiley handbooks in financial engineering and econometrics ;
4. |
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An introduction to high-frequency finance
Published: (2001)
Published: (2001)
Haskell financial data modeling and predictive analytics /
by: Ryzhov, Pavel
Published: (2013)
by: Ryzhov, Pavel
Published: (2013)
The basics of financial econometrics : tools, concepts, and asset management applications /
by: Fabozzi, Frank J.
Published: (2014)
by: Fabozzi, Frank J.
Published: (2014)
Econometric forecasting and high-frequency data analysis
Published: (2008)
Published: (2008)
An introduction to analysis of financial data with R /
by: Tsay, Ruey S., 1951-
Published: (2013)
by: Tsay, Ruey S., 1951-
Published: (2013)
Anticipating correlations a new paradigm for risk management /
by: Engle, R. F. (Robert F.)
Published: (2009)
by: Engle, R. F. (Robert F.)
Published: (2009)
Handbook of volatility models and their applications
by: Bauwens, Luc, 1952-
Published: (2012)
by: Bauwens, Luc, 1952-
Published: (2012)
Technology and finance /
by: Ilyina, Anna
Published: (2008)
by: Ilyina, Anna
Published: (2008)
Adding Indonesia to the global projection model
Published: (2009)
Published: (2009)
Core inflation measures and statistical issues in choosing among them
by: Silver, M. S.
Published: (2006)
by: Silver, M. S.
Published: (2006)
Linear factor models in finance
Published: (2005)
Published: (2005)
Income distribution in macroeconomic models /
by: Bertola, Giuseppe, et al.
Published: (2006)
by: Bertola, Giuseppe, et al.
Published: (2006)
Is monetary policy effective when credit is low? /
by: Saizar, Carolina Ana
Published: (2008)
by: Saizar, Carolina Ana
Published: (2008)
Macro-hedging for commodity exporters
by: Borensztein, Eduardo
Published: (2009)
by: Borensztein, Eduardo
Published: (2009)
Do financial sector reforms lead to financial development? : evidence from a new dataset /
by: Tressel, Thierry
Published: (2008)
by: Tressel, Thierry
Published: (2008)
Distance-to-default in banking a bridge too far? /
by: Chan-Lau, Jorge A.
Published: (2006)
by: Chan-Lau, Jorge A.
Published: (2006)
Complete and incomplete econometric models
by: Geweke, John
Published: (2010)
by: Geweke, John
Published: (2010)
Rising income inequality : technology, or trade and financial globalization? /
by: Jaumotte, Florence
Published: (2008)
by: Jaumotte, Florence
Published: (2008)
Does economic diversification lead to financial development? evidence from topography /
by: Ramcharan, Rodney
Published: (2006)
by: Ramcharan, Rodney
Published: (2006)
Real and financial linkages in China and India /
by: Aziz, Jahangir
Published: (2008)
by: Aziz, Jahangir
Published: (2008)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
by: Chan-Lau, Jorge A.
Published: (2006)
by: Chan-Lau, Jorge A.
Published: (2006)
The information content of money in forecasting euro area inflation /
by: Berger, Helge
Published: (2008)
by: Berger, Helge
Published: (2008)
The Option-iPoD : the probability of default implied by option prices based on entropy /
by: Capuano, Christian
Published: (2008)
by: Capuano, Christian
Published: (2008)
Inflation in Pakistan money or wheat? /
by: Khan, Mohsin S.
Published: (2006)
by: Khan, Mohsin S.
Published: (2006)
Stochastic simulation and applications in finance with MATLAB programs
by: Huynh, Huu Tue
Published: (2008)
by: Huynh, Huu Tue
Published: (2008)
Informality and bank credit : evidence from firm-level data /
by: Dabla-Norris, Era
Published: (2008)
by: Dabla-Norris, Era
Published: (2008)
Numerical methods in finance /
Published: (2010)
Published: (2010)
Copula methods in finance
by: Cherubini, Umberto
Published: (2004)
by: Cherubini, Umberto
Published: (2004)
Fundamentals-based estimation of default probabilities a survey /
by: Chan-Lau, Jorge A.
Published: (2006)
by: Chan-Lau, Jorge A.
Published: (2006)
Political instability and inflation volatility
by: Aisen, Ari, 1971-
Published: (2006)
by: Aisen, Ari, 1971-
Published: (2006)
Advances in quantitative analysis of finance and accounting.
Published: (2006)
Published: (2006)
A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager
by: Papaioannou, Michael G.
Published: (2006)
by: Papaioannou, Michael G.
Published: (2006)
Empirical modeling in economics specification and evaluation /
by: Granger, C. W. J. (Clive William John), 1934-2009
Published: (1999)
by: Granger, C. W. J. (Clive William John), 1934-2009
Published: (1999)
Finance a characteristics approach /
Published: (2000)
Published: (2000)
GARCH models structure, statistical inference, and financial applications /
by: Francq, Christian
Published: (2010)
by: Francq, Christian
Published: (2010)
Extreme events in finance : a handbook of extreme value theory and its applications /
Published: (2017)
Published: (2017)
A workout in computational finance
by: Aichinger, Michael, 1979-
Published: (2013)
by: Aichinger, Michael, 1979-
Published: (2013)
Econometric modeling of value-at-risk
by: Angelidis, Timotheos
Published: (2009)
by: Angelidis, Timotheos
Published: (2009)
The costs of sovereign default /
by: Borensztein, Eduardo
Published: (2008)
by: Borensztein, Eduardo
Published: (2008)
Fundamental models in financial theory /
by: Peleg, Doron, 1952-
Published: (2014)
by: Peleg, Doron, 1952-
Published: (2014)
Similar Items
-
An introduction to high-frequency finance
Published: (2001) -
Haskell financial data modeling and predictive analytics /
by: Ryzhov, Pavel
Published: (2013) -
The basics of financial econometrics : tools, concepts, and asset management applications /
by: Fabozzi, Frank J.
Published: (2014) -
Econometric forecasting and high-frequency data analysis
Published: (2008) -
An introduction to analysis of financial data with R /
by: Tsay, Ruey S., 1951-
Published: (2013)