By Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen
This booklet presents a framework for the research, modeling, and inference of excessive frequency monetary time sequence. With specific emphasis on foreign currencies markets, in addition to foreign money, rate of interest, and bond futures markets, this unified view of excessive frequency time sequence tools investigates the cost formation method and concludes by means of reviewing options for developing systematic buying and selling versions for monetary assets.
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