{"product_id":"nonlinear-modelling-of-high-frequency-financial-time-series-9780471974642","title":"Nonlinear Modelling of High Frequency Financial","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eHIGH FREQUENCY MODELS IN FINANCE: MOTIVATIONS AND THEORETICAL ISSUES.\u003cbr\u003e \u003cbr\u003e Modelling with High Frequency Data: A Growing Interest for Financial Economists and Fund Managers (M. Gavridis).\u003cbr\u003e \u003cbr\u003e High Frequency Foreign Exchange Rates: Price Behavior Analysis and 'True Price' Models (J. Moody \u0026amp; L. Wu).\u003cbr\u003e \u003cbr\u003e DETECTING NONLINEARITIES IN HIGH FREQUENCY DATA: EMPIRICAL TESTS AND MODELLING IMPLICATIONS.\u003cbr\u003e \u003cbr\u003e Testing Linearity with Information-Theoretic Statistics and the Bootstrap (F. Acosta).\u003cbr\u003e \u003cbr\u003e Testing for Linearity: A Frequency Domain Approach (J. Drunat, et al.).\u003cbr\u003e \u003cbr\u003e Stochastic or Chaotic Dynamics in High Frequency Financial Data (D. Guégan \u0026amp; L. Mercier).\u003cbr\u003e \u003cbr\u003e F-consistency, De-volatization and Normalization of High Frequency Financial Data (B. Zhou).\u003cbr\u003e \u003cbr\u003e PARAMETRIC MODELS FOR NONLINEAR FINANCIAL TIME SERIES.\u003cbr\u003e \u003cbr\u003e High Frequency Financial Time Series Data: Some Stylized Facts and Models of Stochastic Volatility (E. Ghysels, et al.).\u003cbr\u003e \u003cbr\u003e Modelling Short-term Volatility with GARCH and HARCH Models (M. Dacorogna, et al.).\u003cbr\u003e \u003cbr\u003e High Frequency Switching Regimes: A Continuous-time Threshold Process (R. Dacco' \u0026amp; S. Satchell).\u003cbr\u003e \u003cbr\u003e Modelling Burst Phenomena: Bilinear and Autoregressive Exponential Models (J. Drunat, et al.).\u003cbr\u003e \u003cbr\u003e NON-PARAMETRIC MODELS FOR NONLINEAR FINANCIAL TIME SERIES.\u003cbr\u003e \u003cbr\u003e Application of Neural Networks to Forecast High Frequency Data: Foreign Exchange (P. Bolland, et al.).\u003cbr\u003e \u003cbr\u003e An Application of Genetic Algorithms to High Frequency Trading Models: A Case Study (C. Dunis, et al.).\u003cbr\u003e \u003cbr\u003e High Frequency Exchange Rate Forecasting by the Nearest Neighbours Method (H. Alexandre, et al.).\u003cbr\u003e \u003cbr\u003e Index.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":51359035195735,"sku":"9780471974642","price":94.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471974642.jpg?v=1754123310","url":"https:\/\/bookcurl.com\/products\/nonlinear-modelling-of-high-frequency-financial-time-series-9780471974642","provider":"Book Curl","version":"1.0","type":"link"}