The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate There is a need for sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets.This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high frequency theory, emphasising ways in which to critically apply this knowledge within a financial context Modelling and Forecasting High Frequency Financial Data combines traditional and updated theories and applies them to real world financial market situations It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets....
|Title||:||Modelling and Forecasting High Frequency Financial Data|
|Publisher||:||Palgrave Macmillan 1st ed 2015 edition August 26, 2015|
|Number of Pages||:||304 pages|
|File Size||:||961 KB|
|Status||:||Available For Download|
|Last checked||:||21 Minutes ago!|