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Information Spillover Effect And Autoregressive Conditional Duration Models eBook
idioma: inglês
Editor:
TAYLOR & FRANCIS, julho de 2014 ‧
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58,29€
10% DESCONTO
CARTÃO
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing co-movements between two time series.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781317667667 |
| Editor: | TAYLOR & FRANCIS |
| Data de Lançamento: | julho de 2014 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Routledge Advances In Risk Management |
| Classificação Temática: |
eBooks em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9781317667667 |
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