Handbook of Modeling High-Frequency Data in Finance:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2012
|
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Beschreibung: | Includes index 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 |
| Beschreibung: | 1 Online-Ressource (xiv, 441 p.) |
| ISBN: | 9781118204580 1118204581 |
Internformat
MARC
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| 500 | |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 | ||
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Datensatz im Suchindex
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| discipline | Wirtschaftswissenschaften |
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| spelling | Handbook of Modeling High-Frequency Data in Finance edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu Hoboken, NJ Wiley 2012 1 Online-Ressource (xiv, 441 p.) txt rdacontent c rdamedia cr rdacarrier Includes index 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 Ökonometrisches Modell Finance / Econometric models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzmathematik (DE-588)4017195-4 s Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Viens, Frederi G. Sonstige oth Mariani, Maria C. Sonstige oth Florescu, Ionut Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118204580 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Handbook of Modeling High-Frequency Data in Finance Ökonometrisches Modell Finance / Econometric models Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4017195-4 (DE-588)4143413-4 |
| title | Handbook of Modeling High-Frequency Data in Finance |
| title_auth | Handbook of Modeling High-Frequency Data in Finance |
| title_exact_search | Handbook of Modeling High-Frequency Data in Finance |
| title_full | Handbook of Modeling High-Frequency Data in Finance edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu |
| title_fullStr | Handbook of Modeling High-Frequency Data in Finance edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu |
| title_full_unstemmed | Handbook of Modeling High-Frequency Data in Finance edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu |
| title_short | Handbook of Modeling High-Frequency Data in Finance |
| title_sort | handbook of modeling high frequency data in finance |
| topic | Ökonometrisches Modell Finance / Econometric models Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Ökonometrisches Modell Finance / Econometric models Mathematisches Modell Finanzmathematik Aufsatzsammlung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118204580 |
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