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… More...
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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… More...
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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… More...
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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… More...
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… More...
Amazon.de (Intern... Shipping costs: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… More...
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… More...
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… More...
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… More...
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… More...
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Details of the book - Econometrics of Financial High-Frequency Data Nikolaus Hautsch Author
EAN (ISBN-13): 9783642219245
ISBN (ISBN-10): 3642219241
Hardcover
Paperback
Publishing year: 2011
Publisher: Springer Berlin Heidelberg Core >2
373 Pages
Weight: 0,717 kg
Language: Englisch
Book in our database since 2007-12-23T14:26:09+00:00 (London)
Detail page last modified on 2023-11-26T17:56:35+00:00 (London)
ISBN/EAN: 9783642219245
ISBN - alternate spelling:
3-642-21924-1, 978-3-642-21924-5
Alternate spelling and related search-keywords:
Book author: hautsch, haut, below nikolaus, stock
Book title: econometrics, data, high frequency
Information from Publisher
Author: Nikolaus Hautsch
Title: Econometrics of Financial High-Frequency Data
Publisher: Springer; Springer Berlin
374 Pages
Publishing year: 2011-10-12
Berlin; Heidelberg; DE
Printed / Made in
Weight: 0,746 kg
Language: English
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.More/other books that might be very similar to this book
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