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Catherine Kyrtsou & Costas Vorlow
Progress in Financial Markets Research [PDF ebook]

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Cover of Catherine Kyrtsou & Costas Vorlow: Progress in Financial Markets Research (PDF)

Numerous empirical studies have analysed the identification and nature of the underlying process of an economic system, as well as the influence of information on financial time series. The standard financial theory of efficient markets assumes identical investors having rational expectations of future stock prices. This means that there are no opportunities for speculative profit, and both trading volume and price volatility are not serially correlated. This book presents information on financial markets and covers topics such as time series and asset pricing methods, data mining, non-linear analysis, chaos and wavelet-based techniques.

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Format PDF ● Pages 368 ● ISBN 9781613247655 ● Editor Catherine Kyrtsou & Costas Vorlow ● Publisher Nova Science Publishers ● Published 2013 ● Downloadable 3 times ● Currency EUR ● ID 7218794 ● Copy protection Adobe DRM

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