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portada Modelling and Forecasting High Frequency Financial Data
Type
Physical Book
Year
2015
Language
English
Pages
304
Format
Hardcover
ISBN13
9781137396488
Edition No.
1
Categories

Modelling and Forecasting High Frequency Financial Data

Stavros Degiannakis; Christos Floros (Author) · Palgrave Macmillan · Hardcover

Modelling and Forecasting High Frequency Financial Data - Stavros Degiannakis; Christos Floros

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Synopsis "Modelling and Forecasting High Frequency Financial Data "

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.

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