Markets Basic statistics: Date and time management

fBasics: Titlepage......Page 1
1 Markets, Basic Statistics, Date and Time Management......Page 7
1.1 Economic and Financial Markets......Page 11
1.1.1 Investment Environments in Finance......Page 15
1.1.2 A Closer Look onto the FX Market......Page 25
1.2 Distribution Functions in Finance......Page 35
1.2.1 The Gaussian Distribution......Page 37
1.2.2 The Stable Distributions: Fat Paretian Tails......Page 42
1.2.3 The Hyperbolic Distributions: Semi-Fat Tails......Page 51
1.3.1 Preprocessing High Frequency FX Data......Page 57
1.3.2 Correlations in Financial Time Series Data......Page 67
1.3.3 Multi-Fractals: Finance and Turbulence......Page 70
1.4.1 A Brief Repetition from Probability Theory......Page 75
1.4.2 Accepting Statements: Hypothesis Testing......Page 80
1.4.3 Goodness-of-Fit Tests......Page 81
1.4.4 Randomness and Runs Test......Page 85
1.4.5 Measures of Rank Correlation......Page 87
1.5 Calculating and Managing Calendar Dates......Page 93
1.5.1 The Gregorian Calendar......Page 94
1.5.2 Julian Days and Minutes Counters......Page 95
1.5.3 Holiday Calendars......Page 98
1.6.1 Summary of Functions......Page 109
1.6.3 List of Examples......Page 111
1.6.4 ISO8601 Date/Time Representations......Page 112