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Nonlinear Modelling of High Frequency Financial Time Series

Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment;

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Econometric Modelling Financ Time Series

. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the;

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Forecasting Financial Markets

frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series;

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Nonlinear Economic Dynamics and Financial Modelling

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains;

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Machine Learning and AI in Finance

proposes an optimal model for the volatility smile, for modelling high-frequency liquidity demand and supply and for the simulation of market;

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An Introduction to High-Frequency Finance

book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on;

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Econometrics of Financial High-frequency Data

The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a;

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Modelling and Forecasting Financial Data

nonlinear time series analysis and signal processing.;

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Modelling of Series Resonant Inverter

Series resonant inverters are the source of very high frequency energy and are used for high frequency applications. SRIs are connected to;

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Nonlinear Time Series Analysis

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series;

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Modelling Nonlinear Economic Time Series

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic;

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State-Space Models

Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics;

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State-Space Models

Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics;

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Fractional Calculus and Fractional Processes with Applications to Financial Economics

modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are;

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Nonlinear Modeling Of Economic And Financial Time-Series

and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to;

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Nonlinear Economic Models Crosssectional, Time Series and Neural Network Applications

Nonlinear modelling has become increasingly important and widely used in economics. This valuable book brings together recent advances;

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New Directions in Macromodelling

of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1;

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The Econometric Modelling of Financial Time Series

Provides detailed coverage of the models currently being used in the empirical analysis of financial markets.;

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Information Spillover Effect and Autoregressive Conditional Duration Models

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency;

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Information Spillover Effect and Autoregressive Conditional Duration Models

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency;

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Analysis and Design of Nonlinear Systems in the Frequency Domain

of nonlinear systems. The concepts are derived from Volterra series representation of nonlinear systems which are described by nonlinear difference or;

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Analysis and Design of Nonlinear Systems in the Frequency Domain

of nonlinear systems. The concepts are derived from Volterra series representation of nonlinear systems which are described by nonlinear difference or;

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Non-Extensive Entropy Econometrics for Low Frequency Series

The second edition of Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive;

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Non-Extensive Entropy Econometrics for Low Frequency Series

Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics;

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Nonlinear Time Series

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention;

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Nonlinear Time Series

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention;

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The Econometric Modelling of Financial Time Series

Fully revised second edition of the best-selling graduate and practitioner text.;...

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