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… Altro …
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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… Altro …
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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… Altro …
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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… Altro …
| 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… Altro …
| Amazon.de (Intern... Costi di spedizione: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… Altro …
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… Altro …
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… Altro …
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… Altro …
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… Altro …
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Informazioni dettagliate del libro - Econometrics of Financial High-Frequency Data Nikolaus Hautsch Author
EAN (ISBN-13): 9783642219245
ISBN (ISBN-10): 3642219241
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2011
Editore: Springer Berlin Heidelberg Core >2
373 Pagine
Peso: 0,717 kg
Lingua: Englisch
Libro nella banca dati dal 2007-12-23T15:26:09+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-11-26T18:56:35+01:00 (Zurich)
ISBN/EAN: 9783642219245
ISBN - Stili di scrittura alternativi:
3-642-21924-1, 978-3-642-21924-5
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : hautsch, haut, below nikolaus, stock
Titolo del libro: econometrics, data, high frequency
Dati dell'editore
Autore: Nikolaus Hautsch
Titolo: Econometrics of Financial High-Frequency Data
Editore: Springer; Springer Berlin
374 Pagine
Anno di pubblicazione: 2011-10-12
Berlin; Heidelberg; DE
Stampato / Fatto in
Peso: 0,746 kg
Lingua: Inglese
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.Altri libri che potrebbero essere simili a questo:
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9783642427725 Econometrics of Financial High-Frequency Data (Nikolaus Hautsch)
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