ISBN: 9783642219245
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The gro… Meer...
| BarnesandNoble.com new in stock. Verzendingskosten:zzgl. Versandkosten., exclusief verzendingskosten Details... |
ISBN: 9783642219245
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The gro… Meer...
| Springer.com Nr. 978-3-642-21924-5. Verzendingskosten:Worldwide free shipping, , DE. (EUR 0.00) Details... |
2011, ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
| Amazon.de (Intern... mn123 Gebraucht, wie neu. Verzendingskosten:Auf Lager. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) Details... |
2011, ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
| Amazon.de (Intern... |
2011, ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
| Amazon.de (Intern... Verzendingskosten:Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) Details... |
ISBN: 9783642219245
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The gro… Meer...
ISBN: 9783642219245
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The gro… Meer...
2011
ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
2011, ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
2011, ISBN: 9783642219245
Springer, Gebundene Ausgabe, Auflage: 2012, 388 Seiten, Publiziert: 2011-10-12T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 40 black & white tables, biography, 1.64 kg, Recht, Kategori… Meer...
Bibliografische gegevens van het best passende boek
Gedetalleerde informatie over het boek. - Econometrics of Financial High-Frequency Data Nikolaus Hautsch Author
EAN (ISBN-13): 9783642219245
ISBN (ISBN-10): 3642219241
Gebonden uitgave
pocket book
Verschijningsjaar: 2011
Uitgever: Springer Berlin Heidelberg Core >2
373 Bladzijden
Gewicht: 0,717 kg
Taal: Englisch
Boek bevindt zich in het datenbestand sinds 2007-12-23T15:26:09+01:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2023-11-26T18:56:35+01:00 (Amsterdam)
ISBN/EAN: 3642219241
ISBN - alternatieve schrijfwijzen:
3-642-21924-1, 978-3-642-21924-5
alternatieve schrijfwijzen en verwante zoekwoorden:
Auteur van het boek: hautsch, haut, below nikolaus, stock
Titel van het boek: econometrics, data, high frequency
Gegevens van de uitgever
Auteur: Nikolaus Hautsch
Titel: Econometrics of Financial High-Frequency Data
Uitgeverij: Springer; Springer Berlin
374 Bladzijden
Verschijningsjaar: 2011-10-12
Berlin; Heidelberg; DE
Gedrukt / Gemaakt in
Gewicht: 0,746 kg
Taal: Engels
181,89 € (DE)
186,99 € (AT)
200,50 CHF (CH)
POD
XIV, 374 p.
BB; Econometrics; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Ökonometrie und Wirtschaftsstatistik; Verstehen; Wirtschaft; Financial Point Processes; High-Frequency Econometrics; High-Frequency Volatility; Liquidity Dynamics; Market Microstructure Analysis; quantitative finance; Macroeconomics/Monetary Economics//Financial Economics; Quantitative Finance; Econometrics; Macroeconomics and Monetary Economics; Mathematics in Business, Economics and Finance; Makroökonomie; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC; EA
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.Andere boeken die eventueel grote overeenkomsten met dit boek kunnen hebben:
Laatste soortgelijke boek:
9783642427725 Econometrics of Financial High-Frequency Data (Nikolaus Hautsch)
< naar Archief...