{ "item_title" : "Nonlinear Modelling of High Frequency Financial Time Series", "item_author" : [" Dunis", "Ping Zhou "], "item_description" : "The mathematical techniques and models used in the forecasting of financial markets grow ever more sophisticated - as books, traders, analysts and investors seek to gain an edge on their competitors. This text focuses on the issue of non-linear modelling of high frequency financial data. Non-linearity refers to situations in which there is a high degree of apparent randomness to the way in which a particular financial measure, price, interest rate, or exchange rate moves with time.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/47/197/464/0471974641_b.jpg", "price_data" : { "retail_price" : "195.00", "online_price" : "195.00", "our_price" : "195.00", "club_price" : "195.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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