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Verlag: Elsevier Science & Technology, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
Sprache: Englisch
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In den WarenkorbHardback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Verlag: Academic Press, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
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Verlag: Elsevier Science Publishing Co Inc, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
Sprache: Englisch
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In den WarenkorbZustand: Fine. Condition: Fine | Pages: 416 | Language: English | Product Type: Books.
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In den WarenkorbHardcover May 29, 2001. Zustand: gebraucht; wie neu.
Verlag: Academic Press 2001-05-29, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
Sprache: Englisch
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In den WarenkorbZustand: New. pp. xxvi + 383 Illus.
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 383 pages. 9.00x6.25x0.75 inches. In Stock.
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In den WarenkorbZustand: New. pp. xxvi + 383 1st Edition.
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In den WarenkorbZustand: New. pp. xxvi + 383.
Verlag: Elsevier Science Publishing Co Inc, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
Sprache: Englisch
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In den WarenkorbHardback. Zustand: New. New copy - Usually dispatched within 4 working days. 692.
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In den WarenkorbZustand: New.
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In den WarenkorbGebunden. Zustand: New. 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.
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In den WarenkorbZustand: new. Questo è un articolo print on demand.
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In den WarenkorbBuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets. Englisch.
Verlag: Elsevier Science Publishing Co Inc, 2001
ISBN 10: 0122796713 ISBN 13: 9780122796715
Sprache: Englisch
Anbieter: THE SAINT BOOKSTORE, Southport, Vereinigtes Königreich
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In den WarenkorbHardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 692.
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In den WarenkorbBuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.