Modelling and Forecasting High Frequency Financial Data
| Author | : | |
| Rating | : | 4.90 (998 Votes) |
| Asin | : | 1137396482 |
| Format Type | : | paperback |
| Number of Pages | : | 278 Pages |
| Publish Date | : | 2013-12-29 |
| Language | : | English |
DESCRIPTION:
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 will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets.. From the Back CoverThe global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. 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
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. The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets.. It highlights and explains the shortcomings of theoretical frameworks and provide
He has been involved in a number of research funded projects including a Marie Curie project on 'Volatility forecasting evaluation based on loss function with well-defined multivariate distributional form and ultra-high frequency datasets (as co-ordinator). Christos Floros (Crete, Greece) is Professor of Finance at the Technological Educational Institute of Crete and Hellenic Open University (Greece). Stavros Degian