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|a 3790819921
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|a 9783790819922
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|a (OCoLC)ocn233974140
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|a 3068604
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|a 978-3-7908-1991-5
|b Springer
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|b .H54 2007eb
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|a 332.01/5195
|2 22
|
| 245 |
0 |
0 |
|a High frequency financial econometrics :
|b recent developments /
|c Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.).
|
| 264 |
|
1 |
|a New York :
|b Springer,
|c [2008]
|
| 264 |
|
4 |
|c ©2008
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| 300 |
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|a vi, 312 pages :
|b illustrations ;
|c 24 cm.
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| 336 |
|
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
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| 490 |
1 |
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|a Studies in empirical economics
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| 500 |
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|a Electronic resource.
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| 504 |
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|a Includes bibliographical references.
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| 505 |
0 |
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|a Editor's introduction : recent developments in high frequency financial econometrics / L. Bauwens, W. Pohlmeier and D. Veredas -- Exchange rate volatility and the mixture of distribution hypothesis / L. Bauwens, D. Rime and G. Sucarrat -- A multivariate integer count hurdle model : theory and application to exchange rate dynamics / K. Bien, I. Nolte and W. Pohlmeier -- Asymmetries in bid and ask responses to innovations in the trading process / A. Escribano and R. Pascual -- Liquidity supply and adverse selection in a pure limit order book market / S. Frey and J. Grammig -- How large is liquidity risk in an automated auction market? / P. Giot and J. Grammig -- Order aggressiveness and order book dynamics / A.D. Hall and N. Hautsch -- Modelling financial transaction price movements : a dynamic integer count data model / R. Liesenfeld, I. Nolte and W. Pohlmeier -- The performance analysis of chart patterns : Monte Carlo simulation and evidence from the euro/dollar foreign exchange market / W.B. Omrane and H. Van Oppens -- Semiparametric estimation for financial durations / J.M. Rodríguez-Poo, D. Veredas and A. Espasa -- Intraday stock prices, volume, and duration : a nonparametric conditional density analysis / A.S. Tay and C. Ting -- Macroeconomic surprises and short-term behaviour in bond futures / D. Veredas -- Dynamic modelling of large-dimensional covariance matrices / V. Voev.
|
| 533 |
|
|
|a Electronic reproduction.
|b New York :
|c Springer,
|d 2008.
|n Mode of access: World Wide Web.
|n System requirements: Web browser.
|n Title from title screen (viewed on June 27, 2008).
|n Access may be restricted to users at subscribing institutions.
|
| 650 |
|
0 |
|a Econometrics.
|0 http://id.loc.gov/authorities/subjects/sh85040763
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| 650 |
|
0 |
|a Finance
|x Econometric models.
|0 http://id.loc.gov/authorities/subjects/sh2008120472
|
| 650 |
|
0 |
|a Foreign exchange rates
|x Econometric models.
|0 http://id.loc.gov/authorities/subjects/sh2008120473
|
| 655 |
|
7 |
|a Electronic books.
|2 local
|
| 700 |
1 |
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|a Bauwens, Luc,
|d 1952-
|0 http://id.loc.gov/authorities/names/n84105144
|
| 700 |
1 |
|
|a Pohlmeier, Winfried.
|0 http://id.loc.gov/authorities/names/nr90023639
|
| 700 |
1 |
|
|a Veredas, David.
|0 http://id.loc.gov/authorities/names/n2008008382
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| 710 |
2 |
|
|a SpringerLink (Online service)
|0 http://id.loc.gov/authorities/names/no2005046756
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| 776 |
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|c Original
|z 9783790819915
|z 3790819913
|w (DLC) 2007933836
|w (OCoLC)191846736
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| 830 |
|
0 |
|a Studies in empirical economics.
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| 856 |
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|u http://proxy.library.tamu.edu/login?url=https://dx.doi.org/10.1007/978-3-7908-1992-2
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| 952 |
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|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
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|e HG106 .H54 2007eb
|h Library of Congress classification
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| 998 |
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