Estimating the Variance Parameter from Noisy High Frequency Financial Data (Classic Reprint) - Couverture souple

Zhou, Bin

9781332259984: Estimating the Variance Parameter from Noisy High Frequency Financial Data (Classic Reprint)

Couverture souple

ISBN 10 : 1332259987 ISBN 13 : 9781332259984

Editeur : Forgotten Books, 2018

Afficher les exemplaires de cette �dition comportant l?ISBN

0 D'occasion

3 Neuf

De EUR 15,19

D�tails de l'�dition

�diteur: Forgotten Books
Date d'�dition: 2018
Langue: anglais
ISBN 10: 1332259987
ISBN 13: 9781332259984
Reliure: Broch�
Nombre de pages: 32
Coordonn�es du fabricant: Copytech (UK) Ltd, Trading as Printondemand-worldwide.com
gpsr@podww.com

9 Culley Court
Orton Southgate
Peterborough
Cambridgeshire
PE2 6WA
Royaume-Uni
Personne responsable: Easy Access System Europe O�, 16879218
+358405003575
gpsr.requests@easproject.com

Mustam�e tee 50
Tallinn
10621
Estonie

Autres �ditions populaires du m�me titre

9780332147468: Estimating the Variance Parameter from Noisy High Frequency Financial Data (Classic Reprint)

Edition pr�sent�e

ISBN 10 : 0332147460 ISBN 13 : 9780332147468
Editeur : Forgotten Books, 2018
Couverture rigide

R�sultats de recherche pour Estimating the Variance Parameter from Noisy High Frequency...

Image fournie par le vendeur

Estimating the Variance Parameter From Noisy High Frequency Financial Data

Bin Zhou

Edit� par Forgotten Books, 2022

ISBN 10 : 1332259987 ISBN 13 : 9781332259984

Neuf Paperback

impression � la demande

Vendeur : Forgotten Books, London, Royaume-Uni

�valuation du vendeur 4 sur 5 �toiles

Paperback. Etat : New. Print on Demand. This book presents novel statistical methods to analyze financial time series observed at high frequencies. The author notes that while the availability of such data in financial markets is increasing, traditional statistical approaches often fail to capture the specific characteristics of high-frequency data, leading to biased or inefficient parameter estimation. The author derives new estimators that are consistent in the context of high-frequency data and investigates their finite-sample performance through simulations. The book provides a valuable contribution to the field of financial econometrics, offering practitioners and researchers alike with practical tools and insights for analyzing high-frequency financial data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. N� de r�f. du vendeur 9781332259984_0

Contacter le vendeur