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2 produkter
Introduction to High-Frequency Finance
Av Richard Olsen, Olivier Pictet m. fl.
E-bok, 2001
1293 kr
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Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a …
Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Av Brandon J. Whitcher, Faruk Selcuk m. fl.
E-bok, 2001
1315 kr
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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on …
