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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
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ean: 9780122796708, isbn: 0122796705,
4.3 out of 5 stars with 51 reviews
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 theo...
An Introduction to High-Frequency Finance
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ean: 9780122796715, isbn: 0122796713,
4.1 out of 5 stars with 27 reviews
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 alo...
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