David Veredas (18 results)
- Hardcover
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germanybooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
Contact seller5-star sellerCondition: Used - Very good
£ 17.66
£ 13.71 shippingShips from Germany to U.S.A.Quantity: 1 available
gebundene Ausgabe. Condition: Gut. 312 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 605.
- Hardcover
Seller: Antiquariat Thomas Haker GmbH & Co. KG, Berlin, GermanyAntiquariat Thomas Haker GmbH & Co. KG
Contact seller5-star sellerAssociation member: GIAQ
Condition: Used - Fine
£ 18.67
£ 17.19 shippingShips from Germany to U.S.A.Quantity: 1 available
Hardcover. Condition: Sehr gut. 318 S., Very good. Shrink wrapped. / Sehr guter Zustand. In Folie verschweißt. Sprache: Englisch Gewicht in Gramm: 750.
- Hardcover
Seller: Universitätsbuchhandlung Herta Hold GmbH, Berlin, GermanyUniversitätsbuchhandlung Herta Hold GmbH
Contact seller4-star sellerCondition: Used
£ 21.24
£ 25.78 shippingShips from Germany to U.S.A.Quantity: 1 available
2008th ed. 16 x 23 cm. 318 pages. HC Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
- Hardcover
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
Contact seller5-star sellerCondition: Used - Fair
£ 58.33
£ 13.60 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9783790819915.
- Hardcover
Seller: Buchpark, Trebbin, GermanyBuchpark
Contact seller5-star sellerCondition: Used - Fine
£ 17.41
£ 90.22 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Sehr gut. Zustand: Sehr gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 96.88
£ 11.98 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 126.01
£ 2.95 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 320.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
£ 83.28
£ 60.15 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. High Frequency Financial Econometrics | Recent Developments | Luc Bauwens (u. a.) | Taschenbuch | Studies in Empirical Economics | vi | Englisch | 2010 | Physica | EAN 9783790825404 | Verantwortliche Person für die EU: Physica Verlag in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 H…eidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 137.84
£ 11.98 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contact seller5-star sellerCondition: Used - Very good
£ 158.42
£ 34.33 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: gut. High Frequency Financial Econometrics In deutscher Sprache. pages.
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller5-star sellerCondition: New
£ 76.33
£ 5.84 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
£ 94.69
£ 19.76 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, in…cluding market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals. 320 pp. Englisch.
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 81.66
£ 42.09 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents cutting-edge developments in high frequency financial econometricsSheds light on some of the most pressing open questions in the analysis of high frequency dataSpans a diverse range o…f topics, including market microstructure, tick-.
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 82.31
£ 42.09 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents cutting-edge developments in high frequency financial econometricsSheds light on some of the most pressing open questions in the analysis of high frequency dataSpans a diverse range of topics, including marke…t microstructure, tick-.
- Softcover
- Print on Demand
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 103.29
£ 26.21 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very co…mmon among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck's (1991) vector autoregressive model for signed trades and changes in the quote midpoint by relaxing the implicit symmetry assumptions in his model. The properties of the empirical model are derived from a structural dynamic model for ask and bid prices. In this model, ask and bid prices share a common lung-run component, the efficient price. The long-term value of the stock varies due to buyer-initiated shocks, seller-initiated shocks, and trade-unrelated shocks. The transitory components of ask and bid prices are characterized by two correlated and trade-dependent stochastic processes, whose dynamics are allowed to differ. The trading process is endogenous. Buyer and seller-initiated trades are generated by two idiosyncratic but mutually dependent stochastic processes. The generating processes of quotes and trades both depend on several exogenous variables that feature the trades and the market conditions.
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 127.66
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 320 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 134.60
£ 8.55 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 320.
- Softcover
- Signed
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
£ 94.69
£ 51.56 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very c…ommon among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck¿s (1991) vector autoregressive model for signed trades and changes in the quote midpoint by relaxing the implicit symmetry assumptions in his model. The properties of the empirical model are derived from a structural dynamic model for ask and bid prices. In this model, ask and bid prices share a common lung-run component, the efficient price. The long-term value of the stock varies due to buyer-initiated shocks, seller-initiated shocks, and trade-unrelated shocks. The transitory components of ask and bid prices are characterized by two correlated and trade-dependent stochastic processes, whose dynamics are allowed to differ. The trading process is endogenous. Buyer and seller-initiated trades are generated by two idiosyncratic but mutually dependent stochastic processes. The generating processes of quotes and trades both depend on several exogenous variables that feature the trades and the market conditions.Physica Verlag, Tiergartenstr. 17, 69121 Heidelberg 320 pp. Englisch.
