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010 a| 2011038022;

020 a| 9780470876886 (hardback);

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245 00 a| Handbook of modeling high-frequency data in financeh| [electronic resource] /c| edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu.;

260 a| Hoboken, NJ :b| Wiley,;

300 a| xiv, 441 p. :b| ill. ;c| 25 cm.;

490 0 a| Wiley handbooks in financial engineering and econometrics;

504 a| Includes bibliographical references and index.;

506 a| Available only to authorized users.;

520 a| "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

650 0 a| Financex| Econometric models.=| ^A371897;

650 7 a| BUSINESS & ECONOMICS / Finance.2| bisacsh;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Viens, Frederi G.,d| 1969-?| UNAUTHORIZED;

700 1 a| Mariani, Maria C.?| UNAUTHORIZED;

700 1 a| Florescu, Ionuţd| 1973-?| UNAUTHORIZED;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=818537;

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Handbook of modeling high-frequency data in finance / edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu.

Other author	Viens, Frederi G., 1969-
Other author	Mariani, Maria C.
Other author	Florescu, Ionuţ 1973-
Format	Electronic
Publication Info	Hoboken, NJ : Wiley,
Description	xiv, 441 p. : ill. ; 25 cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Finance--Econometric models.

Series	Wiley handbooks in financial engineering and econometrics
Abstract	"This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"-- Provided by publisher.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2011038022
ISBN	9780470876886 (hardback)

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Handbook of modeling high-frequency data in finance / edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu.

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