Information Spillover Effect And Autoregressive Conditional Duration Models
idioma: inglês
Editor:
TAYLOR & FRANCIS LTD, junho de 2018 ‧
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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: | 9781138316874 |
| Editor: | TAYLOR & FRANCIS LTD |
| Data de Lançamento: | junho de 2018 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 210 |
| Tipo de produto: | Livro |
| Coleção: | Routledge Advances In Risk Management |
| Classificação Temática: |
Livros em Inglês
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| EAN: | 9781138316874 |
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