Unveiling the Financial Market: Data, Definitions, and Modeling Techniques
Chris
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Unveiling the Financial Market: Data, Definitions, and Modeling Techniques

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In this book, we will present and apply methods specifically designed to model the financial market, but, before starting to discuss the models, we need to make a brief introduction to the data that we will be working with.Our data consists on financial asset prices from several stock exchanges, with special attention to the New York Stock Exchange, the London Stock Exchange and the Lisbon Stock Exchange. Also, we focused on stock and forex (foreign exchange market) prices, because these present higher volatility and volume (i.e., more trades), and the data related to these assets is easier to...