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- catalog contributor b10746497.
- catalog contributor b10746498.
- catalog created "c1998.".
- catalog date "1998".
- catalog date "c1998.".
- catalog dateCopyrighted "c1998.".
- catalog description "Includes bibliographical references and index.".
- catalog description "pt. I. High Frequency Models in Finance: Motivations and Theoretical Issues. 1. Modelling with High Frequency Data: A Growing Interest for Financial Economists and Fund Managers / Michael Gavridis. 2. High Frequency Foreign Exchange Rates: Price Behavior Analysis and 'True Price' Models / John Moody and Lizhong Wu -- pt. II. Detecting Nonlinearities in High Frequency Data: Empirical Tests and Modelling Implications. 3. Testing Linearity with Information-Theoretic Statistics and the Bootstrap / F.M. Aparicio Acosta. 4. Testing for Linearity: A Frequency Domain Approach / Jerome Drunat, Gilles Dufrenot and Laurent Mathieu. 5. Stochastic or Chaotic Dynamics in High Frequency Financial Data / Dominique Guegan and Ludovic Mercier.".
- catalog extent "xxxi, 300 p. :".
- catalog hasFormat "Nonlinear modelling of high frequency financial time series.".
- catalog identifier "0471974641 (cloth : alk. paper)".
- catalog isFormatOf "Nonlinear modelling of high frequency financial time series.".
- catalog isPartOf "Series in financial economics and quantitative analysis".
- catalog issued "1998".
- catalog issued "c1998.".
- catalog language "eng".
- catalog publisher "Chichester, England ; New York : Wiley,".
- catalog relation "Nonlinear modelling of high frequency financial time series.".
- catalog subject "332/.01/5195 21".
- catalog subject "Finance Econometric models.".
- catalog subject "HG173 .N66 1998".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "pt. I. High Frequency Models in Finance: Motivations and Theoretical Issues. 1. Modelling with High Frequency Data: A Growing Interest for Financial Economists and Fund Managers / Michael Gavridis. 2. High Frequency Foreign Exchange Rates: Price Behavior Analysis and 'True Price' Models / John Moody and Lizhong Wu -- pt. II. Detecting Nonlinearities in High Frequency Data: Empirical Tests and Modelling Implications. 3. Testing Linearity with Information-Theoretic Statistics and the Bootstrap / F.M. Aparicio Acosta. 4. Testing for Linearity: A Frequency Domain Approach / Jerome Drunat, Gilles Dufrenot and Laurent Mathieu. 5. Stochastic or Chaotic Dynamics in High Frequency Financial Data / Dominique Guegan and Ludovic Mercier.".
- catalog title "Nonlinear modelling of high frequency financial time series / edited by Christian Dunis and Bin Zhou.".
- catalog type "text".