Econometrics of Financial High-Frequency Data
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Kaituhi rangatōpū: | |
| Hōputu: | Tāhiko īPukapuka |
| Reo: | Ingarihi |
| I whakaputaina: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2012.
|
| Ngā marau: | |
| Urunga tuihono: | http://dx.doi.org/10.1007/978-3-642-21925-2 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Ngā tūemi rite: Econometrics of Financial High-Frequency Data
- High Frequency Financial Econometrics Recent Developments /
- Term Structure Modeling and Estimation in a State Space Framework
- Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
- Econometric Analysis of Count Data
- The Econometrics of Panel Data Fundamentals and Recent Developments in Theory and Practice /
- Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /