Economic Applications of Conditional Intensity Models: for financial transactions and patent applications data - Tapa blanda

Blazsek, Szabolcs

 
9783846547700: Economic Applications of Conditional Intensity Models: for financial transactions and patent applications data
Tapa blanda
ISBN 10: 3846547700 ISBN 13: 9783846547700
Editorial: LAP LAMBERT Academic Publishing, 2011

Sinopsis

In several fields of economics, an important characteristic of the data representing economic events is that the arrival time of each event is random. In the field of finance, examples of these data are the financial transaction processes and the bid/ask order submission processes observed over the trading day of a financial market. In the field of firms' innovation activity, the arrival times of firms' patent applications provide another example. In this monograph, different dynamic econometric models are employed to test economic hypotheses related to market liquidity and trading activity of financial assets. Moreover, the book also presents econometric applications to study the determinants of the firm's patent application intensity, and the impact of a firm's innovation activity on the firm's and its competitors' stock market value and patent application activity.

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Reseña del editor

In several fields of economics, an important characteristic of the data representing economic events is that the arrival time of each event is random. In the field of finance, examples of these data are the financial transaction processes and the bid/ask order submission processes observed over the trading day of a financial market. In the field of firms' innovation activity, the arrival times of firms' patent applications provide another example. In this monograph, different dynamic econometric models are employed to test economic hypotheses related to market liquidity and trading activity of financial assets. Moreover, the book also presents econometric applications to study the determinants of the firm's patent application intensity, and the impact of a firm's innovation activity on the firm's and its competitors' stock market value and patent application activity.

Biografía del autor

Szabolcs Blazsek holds a PhD in Economics degree from the Carlos III University of Madrid. He is a full-time professor in the School of Economics and Business Administration of the University of Navarre. His research interests include several topics in applied econometrics, for example, duration models, intensity models and count data models.

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Editorial
LAP LAMBERT Academic Publishing
Año de publicación
2011
Idioma
Inglés
ISBN 10 
3846547700
ISBN 13 
9783846547700
Encuadernación
Tapa blanda
Número de páginas
136
Contacto del fabricante
no disponible
Persona responsable
no disponible