Econometric Modelling of Stock Market Intraday Activity - Softcover

Book 46 of 54: Advanced Studies in Theoretical and Applied Econometrics

Bauwens, Luc; Giot, Pierre

 
9781475733822: Econometric Modelling of Stock Market Intraday Activity
Softcover
ISBN 10: 1475733828 ISBN 13: 9781475733822
Publisher: Springer, 2013

This specific ISBN edition is currently not available.

Synopsis

Acknowledgments. Introduction. 1. Market Microstructure, Trading Mechanisms and Exchanges. 2. NYSE TAQ Database and Financial Durations. 3. Intraday Duration Models. 4. Empirical Results and Extensions. 5. Intraday Volatility and Value-At-Risk. About the Authors. Index.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
1475733828
ISBN 13 
9781475733822
Binding
Paperback

Other Popular Editions of the Same Title

9780792374244: Econometric Modelling of Stock Market Intraday Activity: 38 (Advanced Studies in Theoretical and Applied Econometrics, 38)

Featured Edition

ISBN 10:  079237424X ISBN 13:  9780792374244
Publisher: Springer, 2001
Hardcover