wyszukanych pozycji: 4
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Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models
ISBN: 9783540211341 / Angielski / Miękka / 2004 / 292 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it... This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of... |
cena:
385,52 zł |
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Econometrics of Financial High-Frequency Data
ISBN: 9783642219245 / Angielski / Twarda / 2011 / 374 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications.
This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequ...
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cena:
655,41 zł |
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Econometrics of Financial High-Frequency Data
ISBN: 9783642427725 / Angielski / Miękka / 2013 / 374 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean...
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in...
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cena:
655,41 zł |
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Applied Quantitative Finance
ISBN: 9783540691778 / Angielski / Twarda / 2008 / 447 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives,... Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use... |
cena:
346,96 zł |