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Hardcover. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Gebundene Ausgabe. Condizione: Gut. Gebraucht - Gut - ungelesen,als Mängelexemplar gekennzeichnet, mit leichten Mängeln an Schnitt oder Umschlag durch Lager- oder Transportschaden,Aufkleber auf Umschlag -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 more 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.Libri GmbH, Europaallee 1, 36244 Bad Hersfeld 300 pp. Englisch.

Condizione: New.

Condizione: New.

Hardcover. Condizione: new. Hardcover. 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 more 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 Datacombines 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. The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: new. Hardcover. Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique.Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation.Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented.Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the GatRCH module for the Ox software package, used in Estimating and Forecasting ARCH Models.Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages. ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. This book is an accessible practitioners guide to the most cutting-edge models used in high-frequency finance modelling, providing advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent HF data. Num Pages: 304 pages, 33 black & white tables, 34 figures. BIC Classification: KCJ; KFF. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 26. Weight in Grams: 620. . 2015. Hardcover. . . . .

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Hardback. Condizione: New. Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique.Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation.Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented.Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the G@RCH module for the Ox software package, used in Estimating and Forecasting ARCH Models.Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages.

Condizione: New. Brand new! Please provide a physical shipping address.

Hardcover. Condizione: Brand New. 192 pages. 9.25x6.25x1.00 inches. In Stock.

Condizione: New. This book is an accessible practitioners guide to the most cutting-edge models used in high-frequency finance modelling, providing advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent HF data. Num Pages: 304 pages, 33 black & white tables, 34 figures. BIC Classification: KCJ; KFF. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 26. Weight in Grams: 620. . 2015. Hardcover. . . . . Books ship from the US and Ireland.

Gebunden. Condizione: New. Dr. Christos Floros (Crete, Greece) is Professor of Finance at the Technological Educational Institute of Crete and Hellenic Open University (Greece). His main research interests include behavioural finance, financial derivatives (futures and options mar.

Hardcover. Condizione: Brand New. hardback/cd edition. 538 pages. 9.50x6.25x1.50 inches. In Stock.

Hardcover. Condizione: new. Hardcover. Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique.Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation.Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented.Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the GatRCH module for the Ox software package, used in Estimating and Forecasting ARCH Models.Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages. ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Hardback. Condizione: New. Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique.Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation.Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented.Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the G@RCH module for the Ox software package, used in Estimating and Forecasting ARCH Models.Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages.

Buch. Condizione: Neu. Neuware - 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 more 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 Datacombines 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.

Hardcover. Condizione: new. Hardcover. Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique.Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation.Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented.Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the GatRCH module for the Ox software package, used in Estimating and Forecasting ARCH Models.Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages. ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.