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Viac informácií o knihe Econometrics of Sequential Trade Models

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Anotácia knihy

This clearly structured and well-written reference work examines the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade models. The text also introduces a new framework for estimation and hypothesis testing that substantially advances earlier work in the field. The results that are necessary for understanding the introduced empirical framework are derived step-by-step. The text is ideally suited as a reference work on old and new results as well as a textbook for graduate courses on market microstructure theory, empirical methods in finance or econometrics.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Econometrics of Sequential Trade Models
• Podnázov: Theory and Applications Using High Frequency Data
• Autor: S. Kokot
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 196
• EAN: 9783540208143
• ISBN: 3540208143
• ID: 01558952
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 670 g
• Rozmery: 233 × 155 × 12 mm
• Dátum vydania: 09. February 2004

Obľúbené z iného súdka

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