Financial Data

Graham Giller

Chapter 2 in Adventures in Financial Data Science:The Empirical Properties of Financial and Economic Data, 2022, pp 31-139 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Modeling Asset Prices as Stochastic ProcessesAbnormality of Financial DistributionsThe US Stock Market Through TimeInterest RatesLIBOR and Eurodollar FuturesAsymmetric ResponseEquity Index OptionsThe VIX IndexMicrowave Latency ArbitrageWhat I’ve Learned about Financial Data

Keywords: Data Science; Finance; Quant Research; Econometrics; Trading Strategy; Survey Research; Political Science; Time-Series Analysis; Volatility; Stock Market; Bond Market; Interest Rates; Empirical Finance; Probability Distributions; Statistics; Estimation; Empirical Science; Hypothesis Testing; Biography; Coronavirus; Epidemiology; Geospatial Analysis; Index Futures; Index Options; Morgan Stanley; Process Driven Trading; Quant Trading; Climate; Temperature; Demographics; Machine Learning (search for similar items in EconPapers)
JEL-codes: C01 C22 C58 G1 (search for similar items in EconPapers)
Date: 2022
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