Modelling Irregularly Spaced Financial Data
Language: English
Published by Springer Berlin Heidelberg Apr 2004, 2004
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 94.50
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -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 Center of Operations Research and Econometrics (CORE) at the Universit e Catholique de Louvain. Important parts of this book have been conceived during this period. Similarly, I am grateful to Tony Hall who invited me for a research visit at the University of Technology, Sydney, and provided me access to an excellent database from the Australian Stock Exchange. I would like to thank him for his valuable support and the permission to use this data for empirical studies in this book. I wish to thank my colleagues at the University of Konstanz Frank G- hard,DieterHess,JoachimInkmann,MarkusJochmann,StefanKlotz,Sandra Lechner and Ingmar Nolte who o ered me advice, inspiration, friendship and successfulco-operations.Moreover,Iamgratefultothestudentresearchass- tantsat the Chair of Econometrics at the University of Konstanz, particularly Magdalena Ramada Sarasola, Danielle Tucker and Nadine Warmuth who did a lot of editing work. 304 pp. Englisch.…
Seller Inventory # 9783540211341
- Title
- Modelling Irregularly Spaced Financial Data
- Author
- Nikolaus Hautsch
- Publisher
- Springer Berlin Heidelberg Apr 2004
- Publication year
- 2004
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540211349
- ISBN 13
- 9783540211341
- Item weight
- 464 grams
- Dimensions
- 235x155x17 mm
"Synopsis" may belong to another edition of this title.
Review
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)
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
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