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… mais…
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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… mais…
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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… mais…
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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… mais…
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… mais…
Amazon.de (Intern... Custos de envio: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… mais…
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… mais…
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… mais…
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… mais…
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… mais…
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Dados detalhados do livro - Econometrics of Financial High-Frequency Data Nikolaus Hautsch Author
EAN (ISBN-13): 9783642219245
ISBN (ISBN-10): 3642219241
Livro de capa dura
Livro de bolso
Ano de publicação: 2011
Editor/Editora: Springer Berlin Heidelberg Core >2
373 Páginas
Peso: 0,717 kg
Língua: Englisch
Livro na base de dados desde 2007-12-23T12:26:09-02:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-11-26T14:56:35-03:00 (Sao Paulo)
Número ISBN/EAN: 9783642219245
Número ISBN - Ortografia alternativa:
3-642-21924-1, 978-3-642-21924-5
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: hautsch, haut, below nikolaus, stock
Título do livro: econometrics, data, high frequency
Dados da editora
Autor: Nikolaus Hautsch
Título: Econometrics of Financial High-Frequency Data
Editora: Springer; Springer Berlin
374 Páginas
Ano de publicação: 2011-10-12
Berlin; Heidelberg; DE
Impresso / Feito em
Peso: 0,746 kg
Língua: Inglês
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.Outros livros adicionais, que poderiam ser muito similares com este livro:
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