Browse by call number:
HG106 .I58 2001
-
An introduction to high-frequency f...2001Law Library (Crown) » HG106 .I58 2001
Show full pageAn introduction to high-frequency finance / Michel M. Dacorogna ... [et al.].
Availability
At the Library
-
Law Library (Crown) -
Basement
- HG106 .I58 2001
Other libraries
- Language:
- English
- Imprint:
- San Diego : Academic Press, c2001.
- Format:
-
- Book
- xxvi, 383 p. : ill. ; 24 cm.
- Title Variation:
- High-frequency finance
- Bibliography:
- Includes bibliographical references (p. 356-375) and index.
- Contents:
-
- Introduction
- Markets and data
- Time series of interest
- Adaptive data cleaning
- Basic stylized facts
- Modeling seasonal volatility
- Realized volatility dynamics
- Volatility processes
- Forecasting risk and return
- Correlation and multivariate risk
- Trading models
- Toward a theory of heterogeneous markets.
- Contributor:
- Dacorogna, Michel M.
- Subjects:
- ISBN:
-
0122796713
9780122796715 - Catkey: 9334564
- Compare in Socrates
- Librarian View
powered by Blacklight
© Stanford University. Stanford, California 94305. (650) 725-1064. Terms of Use | Copyright Complaints | Opt Out of Analytics