{"product_id":"financial-markets-tick-by-tick-262-wiley-trading-9780471981602","title":"Financial Markets Tick by Tick 262 Wiley Trading","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eIn this unique collection, Pierre Lequeux has brought together a highly-experienced group of practitioners and academics to produce a readable, yet detailed handbook of the very latest thinking and market methodologies in analyzing stock market prices and movements.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eHIGH FREQUENCY FINANCIAL SERIES, VOLATILITY AND RISK.\u003cbr\u003e \u003cbr\u003e Efficient Estimation of Intra-day Volatility: A Method-of-Moments Approach Incorporating the Trading Range (R. Spurgin \u0026amp; T. Schneeweis).\u003cbr\u003e \u003cbr\u003e Modelling Intra-day Equity Prices and Volatility Using Information Arrivals -\u003cbr\u003e A Comparative Study of Different Choices of Informational Proxies (S. Lin, et al.).\u003cbr\u003e \u003cbr\u003e The Incremental Volatility Information in One Million Foreign Exchange Quotation (S. Taylor \u0026amp; X. Xu).\u003cbr\u003e \u003cbr\u003e Correlation of High Frequency Financial Time Series (M. Lundin, et al.).\u003cbr\u003e \u003cbr\u003e Highs and Lows: Times of the Day in the Currency CME Market (E. Acar \u0026amp; R. Toffel).\u003cbr\u003e \u003cbr\u003e STATISTICAL FEATURES OF HIGH FREQUENCY FINANCIAL SERIES AND FORECASTING.\u003cbr\u003e \u003cbr\u003e The Intraday Behavior of Key Market Variables for Liffe Derivatives (O. Gwilym, et al.).\u003cbr\u003e \u003cbr\u003e Price Discovery and Market Integration in European Bond Markets (A Holland).\u003cbr\u003e \u003cbr\u003e A Practical Approach to Information Spillover at High Frequency: Empirical Study of the Gilt and FTSE Liffe Contracts (P. Lequeux).\u003cbr\u003e \u003cbr\u003e A Random Walk down the Financial High Frequency Streets? (M. Gavridis, et al.).\u003cbr\u003e \u003cbr\u003e Trading Rules Profits and the Underlying Times Series Properties (E. Acar \u0026amp; P. Lequeux).\u003cbr\u003e \u003cbr\u003e HIGH FREQUENCY FINANCIAL SERIES AND MARKET PRACTITIONERS APPLICATIONS.\u003cbr\u003e \u003cbr\u003e The Source, Preparation and Use of High Frequency Data in the Derivatives Markets (P. McGregor).\u003cbr\u003e \u003cbr\u003e The Design of a Quantitative Currency Overlay Program (H. Dijkstra, et al.).\u003cbr\u003e \u003cbr\u003e Constructing a Managed Portfolio of High Frequency Liffe Futures Positions (D. Toulson, et al.).\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402706264407,"sku":"9780471981602","price":90.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471981602.jpg?v=1730481296","url":"https:\/\/bookcurl.com\/products\/financial-markets-tick-by-tick-262-wiley-trading-9780471981602","provider":"Book Curl","version":"1.0","type":"link"}