Modelling and Forecasting High Frequency Financial Data

Business & Finance, Finance & Investing, Banks & Banking, Investments & Securities
Cover of the book Modelling and Forecasting High Frequency Financial Data by Stavros Degiannakis, Christos Floros, Palgrave Macmillan UK
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Author: Stavros Degiannakis, Christos Floros ISBN: 9781137396495
Publisher: Palgrave Macmillan UK Publication: April 29, 2016
Imprint: Palgrave Macmillan Language: English
Author: Stavros Degiannakis, Christos Floros
ISBN: 9781137396495
Publisher: Palgrave Macmillan UK
Publication: April 29, 2016
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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