Four Essays on the Econometric Analysis of High-frequency Order Data

Four Essays on the Econometric Analysis of High-frequency Order Data
Author :
Publisher :
Total Pages : 130
Release :
ISBN-10 : OCLC:843421938
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Four Essays on the Econometric Analysis of High-frequency Order Data by : Ruihong Huang

Download or read book Four Essays on the Econometric Analysis of High-frequency Order Data written by Ruihong Huang and published by . This book was released on 2012 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Four Essays on the Econometric Analysis of High-frequency Order Data Related Books

Four Essays on the Econometric Analysis of High-frequency Order Data
Language: en
Pages: 130
Authors: Ruihong Huang
Categories:
Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

Three Essays on the Econometric Analysis of High Frequency Financial Data
Language: en
Pages: 101
Authors: Roel C. A. Oomen
Categories: Macroeconomics
Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

Econometrics of Financial High-Frequency Data
Language: en
Pages: 381
Authors: Nikolaus Hautsch
Categories: Business & Economics
Type: BOOK - Published: 2011-10-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 econometr
Three Essays on the Econometric Analysis of High-frequency Data
Language: en
Pages: 126
Authors: Peter Malec
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

High Frequency Trading and Limit Order Book Dynamics
Language: en
Pages: 377
Authors: Ingmar Nolte
Categories: Business & Economics
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge

DOWNLOAD EBOOK

This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri