Financial Econometrics and Empirical Market Microstructure
Language: English
Published by Springer International Publishing, 2016
- Softcover
- New
Condition: New
£ 104.72
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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides recent advances in financial market microstructure modelingReviews methodology for mortgage portfolio econometricsIntroduces novel approaches for stress-testingAnil K. Bera, Ph.D., Professor of Economics at University of.
Seller Inventory # 448746585
- Title
- Financial Econometrics and Empirical Market Microstructure
- Author
- Bera, Anil K.|Ivliev, Sergey|Lillo, Fabrizio
- Publisher
- Springer International Publishing
- Publication year
- 2016
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3319352075
- ISBN 13
- 9783319352077
- Seller catalogs
- Sozialwissenschaften/Recht/Wirtschaft
"Synopsis" may belong to another edition of this title.
About the Author
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 econometrics and economic statistics.
Sergey Ivliev, Ph.D. in economics, Associate Professor at Perm State University, Chief Research Officer at PROGNOZ, Member of Steering committee of PRMIA Russia. He is a Principal coordinator of Perm Winter School and editor of the Market Risk and Financial Markets Modeling book published by Springer.
Fabrizio Lillo, Professor of Quantitative Finance at the Scuola Normale Superiore di Pisa (Italy), Assistant Professor of Physics at Palermo University (Italy) and External Professor at the Santa Fe Institute (USA). He is author of more than 60 referred scientific papers. The ISI papers have received more than 800 citations and his h-index is 16. His research is focused on the application of methods and tools of statistical physics to economic, financial, and biological complex systems.
"About the title" may belong to another edition of this title.
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