Description

Book Synopsis
Numerous empirical studies have analysed the identification and nature of the underlying process of an economic system, as well as the influence of information on financial time series. The standard financial theory of efficient markets assumes identical investors having rational expectations of future stock prices. This means that there are no opportunities for speculative profit, and both trading volume and price volatility are not serially correlated. This book presents information on financial markets and covers topics such as time series and asset pricing methods, data mining, non-linear analysis, chaos and wavelet-based techniques.

Progress in Financial Markets Research

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    A Hardback by Catherine Kyrtsou, Costas Vorlow

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      Publisher: Nova Science Publishers Inc
      Publication Date: 01/07/2012
      ISBN13: 9781611228649, 978-1611228649
      ISBN10: 1611228646
      Also in:
      Finance and the finance industry

      Description

      Book Synopsis
      Numerous empirical studies have analysed the identification and nature of the underlying process of an economic system, as well as the influence of information on financial time series. The standard financial theory of efficient markets assumes identical investors having rational expectations of future stock prices. This means that there are no opportunities for speculative profit, and both trading volume and price volatility are not serially correlated. This book presents information on financial markets and covers topics such as time series and asset pricing methods, data mining, non-linear analysis, chaos and wavelet-based techniques.

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