Búsqueda de LIBROS DEL AUTOR: ramazan gencay

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  • AN INTRODUCTION TO WAVELETS AND OTHER FILTERING METHODS IN FINANCE AND ECONOMICS
    ebook
    AN INTRODUCTION TO WAVELETS AND OTHER FILTERING METHODS IN FINANCE AND ECONOMICS
    RAMAZAN GENÇAY
    An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about ...

    $1,808.00

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  • AN INTRODUCTION TO HIGH-FREQUENCY FINANCE
    ebook
    AN INTRODUCTION TO HIGH-FREQUENCY FINANCE
    RAMAZAN GENÇAY
    Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-...

    $1,675.00

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