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Financial Econometrics and Empirical Market Microstructure
. Ed(S): Bera, Anil K.; Ivliev, Sergey; Lillo, Fabrizio
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Description for Financial Econometrics and Empirical Market Microstructure
Hardback. Financial Econometrics and Empirical Market Microstructure Editor(s): Bera, Anil K.; Ivliev, Sergey; Lillo, Fabrizio. Num Pages: 292 pages, 109 black & white illustrations, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 18. Weight in Grams: 602.
In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.
In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.
Product Details
Format
Hardback
Publication date
2014
Publisher
Springer International Publishing AG Switzerland
Number of pages
292
Condition
New
Number of Pages
284
Place of Publication
Cham, Switzerland
ISBN
9783319099453
SKU
V9783319099453
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Bera, Anil K.; Ivliev, Sergey; Lillo, Fabrizio
Anil K. Bera, Ph.D., Professor of Economics at University of Illinois. Since 1989, Dr. Bera has been awarded eight degrees from Calcutta University, the Indian Statistical Institute, and the Australian National University for his excellence in teaching as well as professional and postgraduate training. He is the author of the popular Jarque–Bera goodness-of-fit test, as well as numerous publications in ... Read more
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