Modelling and Forecasting High Frequency Financial Data
Stavros Degiannakis
€ 100.60
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Description for Modelling and Forecasting High Frequency Financial Data
Hardback. This book is an accessible practitioners guide to the most cutting-edge models used in high-frequency finance modelling, providing advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent HF data. Num Pages: 304 pages, 33 black & white tables, 34 figures. BIC Classification: KCJ; KFF. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 26. Weight in Grams: 620.
The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways ... Read more
The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways ... Read more
Product Details
Publisher
Palgrave Macmillan
Format
Hardback
Publication date
2015
Condition
New
Number of Pages
278
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137396488
SKU
V9781137396488
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-5
About Stavros Degiannakis
Dr. Christos Floros (Crete, Greece) is Professor of Finance at the Technological Educational Institute of Crete and Hellenic Open University (Greece). His main research interests include behavioural finance, financial derivatives (futures and options markets), financial econometrics (forecasting realized volatility, VaR modelling) and empirical banking (efficiency, competition and profitability). He has published extensively in academic journals and is the Editor-in-Chief of ... Read more
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