By Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen
This e-book presents a framework for the research, modeling, and inference of excessive frequency monetary time sequence. With specific emphasis on foreign currency echange markets, in addition to forex, rate of interest, and bond futures markets, this unified view of excessive frequency time sequence equipment investigates the associated fee formation technique and concludes via reviewing strategies for developing systematic buying and selling versions for monetary assets.
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