Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Nonlinear modelling of high frequency financial time series
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Contenido :
High frequency models in finance : motivations and theoretical issues
High frequency foreign exchange rates : price behavior analysis and "true price" models
Testing linearity with information-theoretic statistics and the bootstrap
Testing for linearity : a frequency domain approach
Stochastic or chaotic dynamics in high frequency financial data
F-consisstency, de-volatization and normalization of high frequency financial data
High frequency financial time series data : some stylized facts and models of sotchastic volatility
Modelling short-term volatility with GARCH and HARCH models
High frequency switching regimes : a continuous-time threshold process
Modelling burst phenomena - bilinear and autoregressive exponential models
Application of neural networks to forecast high frequency data : foreign exchange
An application of genetic algorithms to high frequency trading models : a case study
High frequency exchange rate forecasting by the nearest neighbours method
High frequency models in finance : motivations and theoretical issues
High frequency foreign exchange rates : price behavior analysis and "true price" models
Testing linearity with information-theoretic statistics and the bootstrap
Testing for linearity : a frequency domain approach
Stochastic or chaotic dynamics in high frequency financial data
F-consisstency, de-volatization and normalization of high frequency financial data
High frequency financial time series data : some stylized facts and models of sotchastic volatility
Modelling short-term volatility with GARCH and HARCH models
High frequency switching regimes : a continuous-time threshold process
Modelling burst phenomena - bilinear and autoregressive exponential models
Application of neural networks to forecast high frequency data : foreign exchange
An application of genetic algorithms to high frequency trading models : a case study
High frequency exchange rate forecasting by the nearest neighbours method
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 35849 | 519.55 DUNn | Libro | Biblioteca Especializada | Colección general | Disponible |
