Code: 06697680

Information Spillover Effect and Autoregressive Conditional Duration Models

Name: Information Spillover Effect and Autoregressive Conditional Duration Models
Brand: Taylor & Francis Ltd
SKU: 06697680
Price: 241.67 EUR
Availability: BackOrder
Author: Shouyang Wang
ISBN: 9780415721684

by Shouyang Wang

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with ... more

Language: English
Binding: Hardback
Number of pages: 210
Publisher: Taylor & Francis Ltd, 2014
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241.67 €

Full title: Information Spillover Effect and Autoregressive Conditional Duration Models
Author: Shouyang Wang
Language: English
Binding: Hardback
Number of pages: 210
EAN: 9780415721684
ISBN: 9780415721684
ID: 06697680
Publisher: Taylor & Francis Ltd
Weight: 494 g
Dimensions: 244 × 163 × 20 mm
Date of publishing: 03. July 2014