Handbook of modeling high-frequency data in finance (Record no. 525949)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02221cam a2200217 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780470876886 (hardback) |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015 VIE |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Viens, Frederi G |
| 245 00 - TITLE STATEMENT | |
| Title | Handbook of modeling high-frequency data in finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, NJ : |
| Name of publisher | Wiley, |
| Year of publication | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 441p. : |
| Other physical details | ill. ; |
| 490 0# - SERIES STATEMENT | |
| Series statement | Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | BUSINESS & ECONOMICS / Finance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mariani, Maria C |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Florescu, IonuĊ£ |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://catalogimages.wiley.com/images/db/jimages/9780470876886.jpg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home Library | Current Location | Shelving location | Date acquired | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dept. of Statistics | Dept. of Statistics | Reference | 24/11/2021 | 332.015 VIE | STA10049 | 24/11/2021 | Book |