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.
Handbook of Modeling High-Frequency Data in Finance
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Contenido :
Estimation of NIG and VG Models for High Frequency Financial Data
A Study of Persistence of Price Movement Using high Frequency Financial Data
Using Boosting for Financial Analysis and Trading
Impact of Correlation Fluctuations on Securitized Structures
Construction of Volatility Indices Using a Multinomial Tree Approximation Method
Long Correlations Applied to the Study of Memory Effects in High Frequency (TICK) Data, The Dow Jones Index, and International Indices
Risk Forecasting with Garch, Skewed t Distributions, and Multiple Timescales
Parameter Estimation and Calibration for Long-Memory Stochastic Volatility Models
A Market Microstructure Model of Ultra High Frequency Trading
Multivariate Volatility Estimation with High Frequency Data Using Fourier Method
The "Retirement" Problem
Stochastic Differential Equations and Levy Models with Applications to High Frequency Data
Solutions to Integro-Differential Parabolic Problem Arising on Financial Mathematics
Existence of Solutions for Financial Models with Transaction Costs and Stochastic Volatility
Estimation of NIG and VG Models for High Frequency Financial Data
A Study of Persistence of Price Movement Using high Frequency Financial Data
Using Boosting for Financial Analysis and Trading
Impact of Correlation Fluctuations on Securitized Structures
Construction of Volatility Indices Using a Multinomial Tree Approximation Method
Long Correlations Applied to the Study of Memory Effects in High Frequency (TICK) Data, The Dow Jones Index, and International Indices
Risk Forecasting with Garch, Skewed t Distributions, and Multiple Timescales
Parameter Estimation and Calibration for Long-Memory Stochastic Volatility Models
A Market Microstructure Model of Ultra High Frequency Trading
Multivariate Volatility Estimation with High Frequency Data Using Fourier Method
The "Retirement" Problem
Stochastic Differential Equations and Levy Models with Applications to High Frequency Data
Solutions to Integro-Differential Parabolic Problem Arising on Financial Mathematics
Existence of Solutions for Financial Models with Transaction Costs and Stochastic Volatility
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 37420 | 519.55 VIEh | Libro | Biblioteca Especializada | Colección general | Disponible |
