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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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Gloria
Sam Smith
CD
R407
Discovery Miles 4 070
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