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Claudio Becchetti graduated with honors in Electronic Engineering in 1994 at the University of Rome, where he achieved the Ph.D. in Telecommunications in 1999. From 2002 to 2009, he was adjoint professor at the University "La Sapienza", faculty of Telecommunication Engineering where he held first a course on Industrial design and then a course on Signal Theory. Claudio has 7 years teaching experience working with students studying ECG. This device is well suited as a practical example for signal theory, digital signal processing, electronics and software engineering.
Preface | xv | ||||
Acknowledgments | xviii | ||||
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1 | (66) | |||
Part I: Theory | |||||
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2 | (4) | |||
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3 | (2) | |||
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5 | (1) | |||
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6 | (2) | |||
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8 | (10) | |||
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9 | (1) | |||
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10 | (1) | |||
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11 | (3) | |||
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14 | (3) | |||
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17 | (1) | |||
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18 | (2) | |||
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20 | (2) | |||
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22 | (6) | |||
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22 | (2) | |||
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24 | (1) | |||
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24 | (4) | |||
Part II: Implementation | |||||
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28 | (3) | |||
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31 | (2) | |||
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32 | (1) | |||
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33 | (10) | |||
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35 | (3) | |||
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38 | (1) | |||
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39 | (2) | |||
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41 | (2) | |||
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43 | (2) | |||
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45 | (10) | |||
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46 | (4) | |||
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50 | (1) | |||
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51 | (3) | |||
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54 | (1) | |||
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55 | (6) | |||
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55 | (3) | |||
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58 | (2) | |||
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60 | (1) | |||
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61 | (6) | |||
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61 | (2) | |||
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63 | (1) | |||
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64 | (3) | |||
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67 | (54) | |||
Part I: Theory | |||||
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68 | (1) | |||
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69 | (1) | |||
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70 | (4) | |||
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74 | (8) | |||
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78 | (2) | |||
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80 | (2) | |||
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82 | (6) | |||
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83 | (5) | |||
Part II: Implementation | |||||
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88 | (2) | |||
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90 | (5) | |||
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91 | (1) | |||
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92 | (1) | |||
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93 | (2) | |||
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95 | (1) | |||
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95 | (5) | |||
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96 | (1) | |||
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97 | (3) | |||
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100 | (4) | |||
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103 | (1) | |||
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104 | (9) | |||
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105 | (2) | |||
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107 | (3) | |||
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110 | (3) | |||
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113 | (5) | |||
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115 | (3) | |||
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118 | (1) | |||
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118 | (3) | |||
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121 | (46) | |||
Part I: Theory | |||||
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122 | (1) | |||
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122 | (3) | |||
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124 | (1) | |||
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125 | (9) | |||
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125 | (1) | |||
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126 | (3) | |||
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129 | (1) | |||
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130 | (2) | |||
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132 | (1) | |||
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132 | (2) | |||
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134 | (1) | |||
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134 | (2) | |||
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136 | (5) | |||
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137 | (1) | |||
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138 | (2) | |||
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140 | (1) | |||
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141 | (1) | |||
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141 | (3) | |||
Part II: Implementation | |||||
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144 | (2) | |||
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146 | (3) | |||
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148 | (1) | |||
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149 | (5) | |||
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153 | (1) | |||
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154 | (4) | |||
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158 | (9) | |||
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160 | (1) | |||
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161 | (2) | |||
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163 | (4) | |||
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167 | (44) | |||
Part I: Theory | |||||
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168 | (1) | |||
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168 | (2) | |||
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170 | (5) | |||
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171 | (1) | |||
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171 | (1) | |||
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172 | (3) | |||
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175 | (9) | |||
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179 | (1) | |||
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180 | (2) | |||
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182 | (2) | |||
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184 | (1) | |||
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185 | (3) | |||
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188 | (4) | |||
Part II: Implementation | |||||
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192 | (1) | |||
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193 | (1) | |||
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194 | (4) | |||
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198 | (4) | |||
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198 | (2) | |||
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200 | (2) | |||
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202 | (1) | |||
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202 | (2) | |||
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204 | (3) | |||
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205 | (2) | |||
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207 | (4) | |||
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207 | (1) | |||
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208 | (3) | |||
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211 | (32) | |||
Part II: Theory | |||||
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212 | (1) | |||
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213 | (1) | |||
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214 | (1) | |||
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215 | (6) | |||
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217 | (2) | |||
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219 | (2) | |||
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221 | (7) | |||
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223 | (1) | |||
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223 | (1) | |||
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224 | (4) | |||
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228 | (1) | |||
Part II: Implementation | |||||
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229 | (1) | |||
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230 | (4) | |||
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231 | (3) | |||
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234 | (4) | |||
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234 | (2) | |||
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236 | (2) | |||
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238 | (1) | |||
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238 | (1) | |||
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239 | (1) | |||
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240 | (3) | |||
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243 | (60) | |||
Part I: Theory | |||||
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244 | (1) | |||
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245 | (1) | |||
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246 | (3) | |||
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249 | (2) | |||
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251 | (1) | |||
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252 | (7) | |||
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254 | (2) | |||
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256 | (1) | |||
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257 | (2) | |||
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259 | (7) | |||
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265 | (1) | |||
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266 | (7) | |||
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267 | (3) | |||
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270 | (1) | |||
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270 | (3) | |||
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273 | (1) | |||
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274 | (3) | |||
Part II: Implementation | |||||
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277 | (2) | |||
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279 | (2) | |||
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281 | (3) | |||
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284 | (11) | |||
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285 | (3) | |||
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288 | (4) | |||
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292 | (3) | |||
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295 | (5) | |||
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297 | (2) | |||
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299 | (1) | |||
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300 | (3) | |||
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303 | (38) | |||
Part I: Theory | |||||
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304 | (1) | |||
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305 | (4) | |||
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306 | (1) | |||
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307 | (2) | |||
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309 | (4) | |||
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310 | (1) | |||
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311 | (2) | |||
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313 | (2) | |||
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315 | (5) | |||
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320 | (1) | |||
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320 | (6) | |||
Part II: Implementation | |||||
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326 | (1) | |||
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327 | (6) | |||
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328 | (1) | |||
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329 | (4) | |||
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333 | (5) | |||
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333 | (2) | |||
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335 | (1) | |||
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336 | (2) | |||
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338 | (3) | |||
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341 | (22) | |||
Part I: Theory | |||||
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342 | (3) | |||
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343 | (2) | |||
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345 | (1) | |||
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345 | (1) | |||
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346 | (2) | |||
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348 | (4) | |||
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352 | (1) | |||
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352 | (1) | |||
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353 | (1) | |||
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353 | (6) | |||
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354 | (2) | |||
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356 | (3) | |||
Part II: Implementation | |||||
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359 | (1) | |||
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359 | (1) | |||
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360 | (3) | |||
Econometric Appendix: The Behavior of Financial Time Series | |||||
Introduction | 363 | (1) | |||
The state of the art: the homogeneous rational expectation hypothesis approach | 364 | (4) | |||
Descriptive evidence from ``blue chips'' in Italy. USA. UK and Germany | 368 | (2) | |||
Autoregressive conditional heteroskedasticity models for stock returns | 370 | (2) | |||
Research frontiers on statistical properties of stock returns: the HMM approach | 372 | (1) | |||
Conclusions | 373 | (1) | |||
Empirical results | 374 | (1) | |||
Diagnostics | 374 | (13) | |||
References | 387 | (12) | |||
Index | 399 |
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