Information Spillover Effect And Autoregressive Conditional Duration Models
language: english
Publisher:
TAYLOR & FRANCIS LTD, June of 2018 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781138316874 |
| Publisher: | TAYLOR & FRANCIS LTD |
| Release Date: | June of 2018 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 210 |
| Format: | Book |
| Collection: | Routledge Advances In Risk Management |
| Categories: |
Books in English
>
Dictionaries and Encyclopedias
>
Encyclopedias
Books in English > Others |
| EAN: | 9781138316874 |
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