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Information Spillover Effect And Autoregressive Conditional Duration Models eBook

by Shouyang Wang, Yongmiao Hong, Yanhui Liu e Xiangli Liu
language: english
Publisher: TAYLOR & FRANCIS, July of 2014 ‧
58,29€
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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.

Information Spillover Effect And Autoregressive Conditional Duration Models

by Shouyang Wang, Yongmiao Hong, Yanhui Liu e Xiangli Liu

Property Description
ISBN: 9781317667650
Publisher: TAYLOR & FRANCIS
Release Date: July of 2014
Language: English
Format: eBook
File Format and Compatibility:
Collection: Routledge Advances In Risk Management
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781317667650
Acessibilidade: Ver características de acessibilidade indicadas pelo editor