Billede af bogens forside - Nonlinear Modelling of High Frequency Financial Time Series

Nonlinear Modelling of High Frequency Financial Time Series

af C Dunis

Bog, Hardback, Engelsk, 1998

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780471974642
  • Udgivet27/05/1998
  • Udgivet afJohn Wiley & Sons Inc
  • Længde320 sider
  • ForfatterC Dunis
  • GenreBusiness og læring, Økonomi og finans