High Frequency Financial Econometrics Recent Developments /

High Frequency Financial Econometrics Recent Developments /

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal wit...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Άλλοι συγγραφείς:	Bauwens, Luc (Επιμελητής έκδοσης), Pohlmeier, Winfried (Επιμελητής έκδοσης), Veredas, David (Επιμελητής έκδοσης)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Heidelberg : Physica-Verlag HD, 2008.
Σειρά:	Studies in Empirical Economics
Θέματα:	Finance. Economics, Mathematical. Statistics. Econometrics. Macroeconomics. Economics. Macroeconomics/Monetary Economics//Financial Economics. Quantitative Finance. Finance, general. Statistics for Business/Economics/Mathematical Finance/Insurance.
Διαθέσιμο Online:	Full Text via HEAL-Link

Παρόμοια τεκμήρια

Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
ανά: Ardia, David
Έκδοση: (2008)

Financial Econometrics and Empirical Market Microstructure
Έκδοση: (2015)

Time Series Econometrics
ανά: Neusser, Klaus
Έκδοση: (2016)

Econometrics of Financial High-Frequency Data
ανά: Hautsch, Nikolaus
Έκδοση: (2012)

Recent Advances in Estimating Nonlinear Models With Applications in Economics and Finance /
Έκδοση: (2014)

Mathematical and Statistical Methods in Insurance and Finance
Έκδοση: (2008)

Technical Analysis for Algorithmic Pattern Recognition
ανά: Tsinaslanidis, Prodromos E., κ.ά.
Έκδοση: (2016)

Statistical Inference for Financial Engineering
ανά: Taniguchi, Masanobu, κ.ά.
Έκδοση: (2014)

Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
Έκδοση: (2008)

Contagion! Systemic Risk in Financial Networks
ανά: Hurd, T. R.
Έκδοση: (2016)

A Time Series Approach to Option Pricing Models, Methods and Empirical Performances /
ανά: Chorro, Christophe, κ.ά.
Έκδοση: (2015)

Bank Management and Control Strategy, Capital and Risk Management /
ανά: Wernz, Johannes
Έκδοση: (2014)

Financial and Insurance Formulas
ανά: Cipra, Tomas
Έκδοση: (2010)

Introduction to Modern Time Series Analysis
ανά: Kirchgässner, Gebhard, κ.ά.
Έκδοση: (2013)

Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2016 /
Έκδοση: (2017)

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Έκδοση: (2014)

Portfolio Analytics An Introduction to Return and Risk Measurement /
ανά: Marty, Wolfgang
Έκδοση: (2015)

Portfolio Analytics An Introduction to Return and Risk Measurement /
ανά: Marty, Wolfgang
Έκδοση: (2013)

Market Risk and Financial Markets Modeling
Έκδοση: (2012)

Statistics of Financial Markets An Introduction /
ανά: Franke, Jürgen, κ.ά.
Έκδοση: (2008)

Statistics for Business and Financial Economics
ανά: Lee, Cheng-Few, κ.ά.
Έκδοση: (2013)

Introduction to Statistics and Data Analysis With Exercises, Solutions and Applications in R /
ανά: Heumann, Christian, κ.ά.
Έκδοση: (2016)

Ifo Survey Data in Business Cycle and Monetary Policy Analysis
Έκδοση: (2005)

Introductory Econometrics
ανά: Dhrymes, Phoebus
Έκδοση: (2017)

Term Structure Modeling and Estimation in a State Space Framework
ανά: Lemke, Wolfgang, κ.ά.
Έκδοση: (2006)

Copulae in Mathematical and Quantitative Finance Proceedings of the Workshop Held in Cracow, 10-11 July 2012 /
Έκδοση: (2013)

Stochastic Processes and Calculus An Elementary Introduction with Applications /
ανά: Hassler, Uwe
Έκδοση: (2016)

Macroeconomic Patterns and Stories
ανά: Leamer, Edward E.
Έκδοση: (2009)

Interest Rates, Exchange Rates and World Monetary Policy
ανά: Floyd, John E.
Έκδοση: (2010)

Price Indexes in Time and Space Methods and Practice /
Έκδοση: (2010)

Identifying Stock Market Bubbles Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities /
ανά: Karimov, Azar
Έκδοση: (2017)

Analyzing Financial Data and Implementing Financial Models Using R
ανά: Ang, Clifford S.
Έκδοση: (2015)

Martingale Methods in Financial Modelling
ανά: Musiela, Marek, κ.ά.
Έκδοση: (2005)

Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses
ανά: Lee, Cheng-Few, κ.ά.
Έκδοση: (2016)

Handbook of Financial Econometrics and Statistics
Έκδοση: (2015)

Real Options Illustrated
ανά: Peters, Linda
Έκδοση: (2016)

Computational Finance An Introductory Course with R /
ανά: Arratia, Argimiro
Έκδοση: (2014)

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Έκδοση: (2012)

Introduction to Stochastic Calculus for Finance A New Didactic Approach /
ανά: Sondermann, Dieter
Έκδοση: (2006)

Study Guide for Statistics for Business and Financial Economics A Supplement to the Textbook by Cheng-Few Lee, John C. Lee and Alice C. Lee /
ανά: Moy, Ronald L., κ.ά.
Έκδοση: (2015)

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