Search results for "analysi"

showing 3 items of 27203 documents

Топологические пространства и их отображения. Выпуск 4

1979

Сборник содержит результаты исследований в области топологии, функционального анализа, теории функций.

ТопологияFunkcionālanalīzeТеория функцийTopoloģijaTopoloģiskās telpas:MATHEMATICS::Algebra geometry and mathematical analysis::Mathematical analysis [Research Subject Categories]Топологические пространстваФункциональный анализ
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Топологические пространства и их отображения

1981

Сборник содержит результаты исследований в области теории функций, функционального анлиза и топологии.

ТопологияFunkcionālanalīzeТеория функцийTopoloģijaTopoloģiskās telpas:MATHEMATICS::Algebra geometry and mathematical analysis::Mathematical analysis [Research Subject Categories]Топологические пространстваФункциональный анализ
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High frequency data entry: statistical findings at high frequency

2010

We introduce some of the most common types of high-frequency financial data: tick-by-tick data, trade andquote data, order bookdata, andmarket member data. We describe the types of variables that are usually available in the most popular high-frequency financial databases. We discuss the issues related to the handling of these data, including cleaning protocols, timing issues, and issues related to data size. We then briefly consider the issues related to the stylized facts detected in the empirical analysis of high- frequency data. Specifically, we consider (i) the irregular temporal spacing of the events at high frequency and its relevance for the econometric modeling of financial variables, (…

financial markets high-frequency data data analysis tick-by-tick data order bookdata market microstructure econophysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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