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MACMILLAN Modelling and Forecasting High Frequency Financial Data

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£59.99 £19.63 £28.44 £37.24 £46.05 £54.85 £63.66 13 March 2026 24 March 2026 04 April 2026 15 April 2026 26 April 2026

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Description

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 Datacombines 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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 September 2015
Listed Since
05 March 2015

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