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Modelling Irregularly Spaced Financial Data
Nikolaus Hautsch
€ 131.10
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Description for Modelling Irregularly Spaced Financial Data
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 304 pages, 55 black & white illustrations, 48 black & white tables, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 16. Weight in Grams: 435.
This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and pleasant research en- ronment and his continuous support during my doctoral studies. I strongly bene?tted from inspiring discussions with him, his valuable advices and he- ful comments regarding the contents and the exposition of this book. I am grateful to Luc Bauwens for refereeing my work as a second super- sor. Moreover, I wish to thank him for o?ering me the possibility of a research visit at the ... Read more
This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and pleasant research en- ronment and his continuous support during my doctoral studies. I strongly bene?tted from inspiring discussions with him, his valuable advices and he- ful comments regarding the contents and the exposition of this book. I am grateful to Luc Bauwens for refereeing my work as a second super- sor. Moreover, I wish to thank him for o?ering me the possibility of a research visit at the ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
304
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
292
Place of Publication
Berlin, Germany
ISBN
9783540211341
SKU
V9783540211341
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Modelling Irregularly Spaced Financial Data
From the reviews of the first edition: "This book regards financial point processes. … Valuable risk and liquidity measures are constructed by defining financial events in terms of price and /or the volume process. Several applications are illustrated." (Klaus Ehemann, Zentralblatt MATH, Vol. 1081, 2006)