000			02746nam a2200337 a 4500
005			20250918151421.0
008			120322s2012 njua b 001 0 eng
020			_a9780470876886 (hbk) _cRM464.85
039		9	_a201206081557 _bbaiti _c201204231424 _dsanusi _y03-22-2012 _zlatihan
040			_aUKM
090			_aHG106.H366
090			_aHG106 _b.H366
245	0	0	_aHandbook of modeling high-frequency data in finance / _cedited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu
260			_aHoboken, NJ : _bWiley, _c2012.
300			_axiv, 441 p. : _bill. ; _c25 cm.
490	0		_aWiley handbooks in financial engineering and econometrics
504			_aIncludes bibliographical references and index.
520			_a'This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals'-- _cProvided by publisher.
650		0	_aFinance _xEconometric models.
650		7	_aBUSINESS & ECONOMICS / Finance. _2bisacsh
700	1		_aViens, Frederi G., _d1969-
700	1		_aMariani, Maria C.
700	1		_aFlorescu, Ionut _d1973-
907			_a.b15286940 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG106.H366
914			_avtls003492502
990			_abaiti
991			_aFakulti Ekonomi dan Pengurusan
998			_at _b2012-09-03 _cm _da _feng _gnju _y0 _z.b15286940
999			_c512581 _d512581