Estimating the Covariance Matrix from Unsynchronized High Frequency Financial Data (Classic Reprint) - Couverture souple
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Estimating the Covariance Matrix From Unsynchronized High Frequency Financial
impression à la demandeVendeur : Forgotten Books, London, Royaume-Uni
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Paperback. Etat : New. Print on Demand. This book delves into the complex world of high-frequency financial data, exploring techniques to accurately estimate the covariance matrix of currency exchange rates. The author provides a comprehensive framework for utilizing unsynchronized and noisy data, addressing the challenges posed by observation noise, which can hinder the consistency of traditional estimators. The book highlights the importance of determining an optimal observation frequency to minimize estimation variance. It also examines the practical application of these methods in estimating daily covariance and correlation matrices of three major currency exchange rates, revealing insights into the dynamic relationships between these currencies over time. The author's innovative approach offers valuable tools for financial analysts and risk managers seeking to make informed decisions based on high-frequency data in the ever-changing financial landscape. 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 réf. du vendeur 9781334538483_0
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Estimating the Covariance Matrix from Unsynchronized High Frequency Financial Data (Classic Reprint)
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781334538483
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EUR 21,71
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Expédition nationale : Etats-Unis
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Estimating the Covariance Matrix from Unsynchronized High Frequency Financial Data (Classic Reprint)
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781334538483
Acheter neuf
EUR 23,98
Expédition à EUR 3,81
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 15 disponible(s)