Coverart for item
The Resource Handbook of modeling high-frequency data in finance, edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu, (electronic resource)

Handbook of modeling high-frequency data in finance, edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu, (electronic resource)

Label
Handbook of modeling high-frequency data in finance
Title
Handbook of modeling high-frequency data in finance
Statement of responsibility
edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu
Contributor
Subject
Language
eng
Summary
  • "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"--
  • "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"--
  • "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"--
Assigning source
  • Provided by publisher
  • Provided by publisher
  • Provided by publisher
Cataloging source
DLC
Dewey number
332.01/5195
LC call number
HG106
LC item number
.H3654 2012
http://library.link/vocab/relatedWorkOrContributorDate
  • 1969-
  • 1973-
http://library.link/vocab/relatedWorkOrContributorName
  • Viens, Frederi G.
  • Mariani, Maria C
  • Florescu, Ionuţ
Series statement
Wiley handbooks in financial engineering and econometrics
http://library.link/vocab/subjectName
  • Finance
  • BUSINESS & ECONOMICS / Finance
Label
Handbook of modeling high-frequency data in finance, edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Control code
OCM1bookssj0000554839
Dimensions
25 cm.
Dimensions
unknown
Extent
xiv, 441 p.
Governing access note
License restrictions may limit access
Isbn
9780470876886
Isbn Type
(hardback)
Lccn
2011038022
Other physical details
ill.
Specific material designation
remote
System control number
(WaSeSS)ssj0000554839
Label
Handbook of modeling high-frequency data in finance, edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Control code
OCM1bookssj0000554839
Dimensions
25 cm.
Dimensions
unknown
Extent
xiv, 441 p.
Governing access note
License restrictions may limit access
Isbn
9780470876886
Isbn Type
(hardback)
Lccn
2011038022
Other physical details
ill.
Specific material designation
remote
System control number
(WaSeSS)ssj0000554839

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