Handbook of Modeling High-Frequency Data in F

Handbook of Modeling High-Frequency Data in F

ID:39715297

大?。?.03 MB

頁數(shù):443頁

時間:2019-07-09

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1、HandbookofModelingHigh-FrequencyDatainFinancePublishedWileyHandbooksinFinancialEngineeringandEconometricsViens,Mariani,andFlorescu·HandbookofModelingHigh-FrequencyDatainFinanceForthcomingWileyHandbooksinFinancialEngineeringandEconometricsBaliandEngle

2、·HandbookofAssetPricingBauwens,Hafner,andLaurent·HandbookofVolatilityModelsandTheirApplicationsBrandimarte·HandbookofMonteCarloSimulationChanandWong·HandbookofFinancialRiskManagementCruz,Peters,andShevchenko·HandbookofOperationalRiskSarno,James,andMa

3、rsh·HandbookofExchangeRatesSzylar·HandbookofMarketRiskHandbookofModelingHigh-FrequencyDatainFinanceEditedbyFrederiG.ViensMariaC.MarianiIonut?FlorescuAJOHNWILEY&SONS,INC.,PUBLICATIONCopyright?2012JohnWiley&Sons,Inc.Allrightsreserved.PublishedbyJohnWil

4、ey&Sons,Inc.,Hoboken,NewJerseyPublishedsimultaneouslyinCanadaNopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSe

5、ction107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)750-

6、4470,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permission.LimitofLi

7、ability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspeci?callydisclaimanyimpliedwarrantiesofmerchanta

8、bilityor?tnessforaparticularpurpose.Nowarrantymaybecreatedorextendedbysalesrepresentativesorwrittensalesmaterials.Theadviceandstrategiescontainedhereinmaynotbesuitableforyoursituation.Youshouldconsultwithaprofessionalwhereappropriate.Neitherthepublis

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