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Home / An Introduction to High-Frequency Finance
An Introduction to High-Frequency Finance
Hardback

An Introduction to High-Frequency Finance

Ramazan Gencay (Simon Fraser University, Burnaby, British Columbia, Canada),Michel Dacorogna (Zurich Re, Switzerland),Ulrich A. Muller (Olsen& Associates, Switzerland),Olivier Pictet (Olse & Associates, Zurich, Switzerland),Richard Olsen (Olsen & Associates, Zurich, Switzerland)
$159.95
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Introduction. Markets and Data. Time Series of Interest. Adaptive Data Cleaning. Basic Styli zed Facts. Modeling Seasonal Volatility. Reali zed Volatility Dynamics. Volatility Processes. Forecasting Risk and Return. Correlation and Multivariate Risk. Trading Models. Toward a Theory of Heter ogeneous Markets. Bibliography. Index.

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MORE INFO
Format
Hardback
Publisher
Elsevier Science Publishing Co Inc
Country
United States
Date
29 May 2001
Pages
416
ISBN
9780122796715

Introduction. Markets and Data. Time Series of Interest. Adaptive Data Cleaning. Basic Styli zed Facts. Modeling Seasonal Volatility. Reali zed Volatility Dynamics. Volatility Processes. Forecasting Risk and Return. Correlation and Multivariate Risk. Trading Models. Toward a Theory of Heter ogeneous Markets. Bibliography. Index.

Read More
Format
Hardback
Publisher
Elsevier Science Publishing Co Inc
Country
United States
Date
29 May 2001
Pages
416
ISBN
9780122796715

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