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- catalog contributor b10147874.
- catalog created "c1996.".
- catalog date "1996".
- catalog date "c1996.".
- catalog dateCopyrighted "c1996.".
- catalog description "1. Information Flows in High Frequency Exchange Rates / A. Low and J. Muthuswamy -- 2. Stochastic or Chaotic Dynamics in High Frequency Exchange Rates? / J. Drunat, G. Dufrenot, C. Dunis and L. Mathieu -- 3. Forecasting Foreign Exchange Rates Subject to De-volatilization / B. Zhou -- 4. Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Market / M.M. Dacorogna, U.A. Muller, C. Jost, O.V. Pictet, R.B. Olsen and J.R. Ward -- 5. Dynamic Strategies: A Correlation Study / E. Acar and P. Lequeux -- 6. Using Option Prices to Estimate Realignment Probabilities in the European Monetary System / A. Malz -- 7. On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing / M. Moreno and J. Ignacio Pena -- 8. Conditional Volatility and Informational Efficiency of the PHLX Currency Options Market / X. Xu and S.J. Taylor -- 9. Efficiency Tests with Overlapping Data: An Application to the Currency Options Market / C. Dunis and A. Keller.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "xxxi, 292 p. :".
- catalog hasFormat "Forecasting financial markets.".
- catalog identifier "0471966533 (alk. paper)".
- catalog isFormatOf "Forecasting financial markets.".
- catalog isPartOf "Series in financial economics and quantitative analysis".
- catalog issued "1996".
- catalog issued "c1996.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : J. Wiley,".
- catalog relation "Forecasting financial markets.".
- catalog subject "332/.0414 20".
- catalog subject "Capital market Mathematical models.".
- catalog subject "Foreign exchange market Mathematical models.".
- catalog subject "HG4523 .F67 1996".
- catalog tableOfContents "1. Information Flows in High Frequency Exchange Rates / A. Low and J. Muthuswamy -- 2. Stochastic or Chaotic Dynamics in High Frequency Exchange Rates? / J. Drunat, G. Dufrenot, C. Dunis and L. Mathieu -- 3. Forecasting Foreign Exchange Rates Subject to De-volatilization / B. Zhou -- 4. Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Market / M.M. Dacorogna, U.A. Muller, C. Jost, O.V. Pictet, R.B. Olsen and J.R. Ward -- 5. Dynamic Strategies: A Correlation Study / E. Acar and P. Lequeux -- 6. Using Option Prices to Estimate Realignment Probabilities in the European Monetary System / A. Malz -- 7. On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing / M. Moreno and J. Ignacio Pena -- 8. Conditional Volatility and Informational Efficiency of the PHLX Currency Options Market / X. Xu and S.J. Taylor -- 9. Efficiency Tests with Overlapping Data: An Application to the Currency Options Market / C. Dunis and A. Keller.".
- catalog title "Forecasting financial markets : exchange rates, interest rates and asset management / edited by Christian Dunis.".
- catalog type "text".