Nonlinear Modelling of High Frequency Financial Time Series - Hardback - 1998

This text focuses on the issue of nonlinear modelling of high frequency financial data. Nonlinearity 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.
Year of publication: 1998
Pagination: 332 pages, illustrations
Format: Hardback
Serie: Wiley series in financial economics quantitative analysis