Nonlinear Modelling of High Frequency Financial Time Series (Financial Economics and Quantitative Analysis Series)

by Christian L . Dunis (Editor), Bin Zhou (Editor)

• Used

  Hardcover
  1998

  $57.67

  This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.

• New

  Hardcover
  1998

  $126.68

  This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.