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The Econometrics of Sequential Trade Models. Theory and Applications Using High Frequency Data.
Stefan Kokot
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Description for The Econometrics of Sequential Trade Models. Theory and Applications Using High Frequency Data.
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 208 pages, 5 black & white illustrations, 16 black & white tables, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 233 x 155 x 11. Weight in Grams: 305.
The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi nancial markets", and "Microstructure on financial markets", that were both conducted by the chair of Statistics and Econometrics (Empirical Economic Research) at the Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. ... Read more
The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi nancial markets", and "Microstructure on financial markets", that were both conducted by the chair of Statistics and Econometrics (Empirical Economic Research) at the Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
208
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
196
Place of Publication
Berlin, Germany
ISBN
9783540208143
SKU
V9783540208143
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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