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Econometric Modelling of Stock Market Intraday Activity

Econometric Modelling of Stock Market Intraday Activity( )
Author: Bauwens, Luc
Giot, Pierre
Series title:Advanced Studies in Theoretical and Applied Econometrics Ser.
ISBN:978-1-4419-4906-6
Publication Date:Nov 2010
Publisher:Springer
Book Format:Paperback
List Price:AUD $371.95
Book Description:

Over the past 25 years, applied econometrics has undergone tremen­ dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen­ eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques,...
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Book Details
Pages:180
Detailed Subjects: Business & Economics / Investments & Securities / Stocks
Business & Economics / E-Commerce / Online Trading
Physical Dimensions (W X L X H):16 x 24 cm
Book Weight:0.454 Kilograms



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