| 000 | 02221cam a2200217 a 4500 | ||
|---|---|---|---|
| 020 | _a9780470876886 (hardback) | ||
| 082 | 0 | 0 | _a332.015 VIE |
| 100 | _aViens, Frederi G | ||
| 245 | 0 | 0 | _aHandbook of modeling high-frequency data in finance |
| 260 |
_aHoboken, NJ : _bWiley, _c2012 |
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| 300 |
_a 441p. : _bill. ; |
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| 490 | 0 | _aWiley handbooks in financial engineering and econometrics | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _a"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 | _aFinance | |
| 650 | 7 | _aBUSINESS & ECONOMICS / Finance. | |
| 700 | 1 | _aMariani, Maria C | |
| 700 | 1 | _aFlorescu, IonuĊ£ | |
| 856 | 4 | 2 | _uhttp://catalogimages.wiley.com/images/db/jimages/9780470876886.jpg |
| 942 | _cBK | ||
| 999 |
_c525949 _d525949 |
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