EUR 4,01
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Bon. Ancien livre de bibliothèque. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Ammareal gives back up to 15% of this item's net price to charity organizations.
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
EUR 19,95
Cantidad disponible: 1 disponibles
Añadir al carritogebundene Ausgabe. Condición: Gut. 312 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 605.
EUR 4,28
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Très bon. Ancien livre de bibliothèque. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Ammareal gives back up to 15% of this item's net price to charity organizations.
Librería: Antiquariat Thomas Haker GmbH & Co. KG, Berlin, Alemania
Miembro de asociación: GIAQ
EUR 16,88
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: Sehr gut. 318 S., Very good. Shrink wrapped. / Sehr guter Zustand. In Folie verschweißt. Sprache: Englisch Gewicht in Gramm: 750.
EUR 14,96
Cantidad disponible: 1 disponibles
Añadir al carritoRústica. Condición: New. Estado de la sobrecubierta: Nuevo. LIBRO.
EUR 14,95
Cantidad disponible: 1 disponibles
Añadir al carritoTapa blanda. Condición: Nuevo.
Librería: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Alemania
EUR 24,00
Cantidad disponible: 1 disponibles
Añadir al carrito2008th ed. 16 x 23 cm. 318 pages. HC Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
Librería: Anybook.com, Lincoln, Reino Unido
EUR 69,45
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9783790819915.
Publicado por Juda prod, 2000
Librería: Les Kiosques, TOULON, Francia
EUR 13,00
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Comme neuf. David Bauwens Ilustrador. Livre 2000, éditions Juda Prod, in folio cartonné de 256 pages, couverture noire, illustrée couleurs. Jeu de rôle sur table français d'horreur humoristique qui propose de jouer dans un univers constituant une parodie des films de zombies de série Z. | Etat : Excellent état (Ref.: G6424). Livre.
EUR 14,38
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCartoné. Condición: NUEVO. 104 pages/páginas.
EUR 19,67
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Sehr gut. Zustand: Sehr gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 115,35
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. In.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 145,47
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. pp. 320.
EUR 94,00
Cantidad disponible: 5 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. High Frequency Financial Econometrics | Recent Developments | Luc Bauwens (u. a.) | Taschenbuch | Studies in Empirical Economics | vi | Englisch | 2010 | Physica | EAN 9783790825404 | Verantwortliche Person für die EU: Physica Verlag in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 164,11
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. In.
EUR 5,99
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: fine. le livre peut presenter de tres legers signes d'usure. vendeur professionnel; envoi soigne en 24/48h.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 86,24
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: new. Questo è un articolo print on demand.
Idioma: Inglés
Publicado por Physica-Verlag HD Okt 2010, 2010
ISBN 10: 3790825409 ISBN 13: 9783790825404
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 106,99
Cantidad disponible: 2 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals. 320 pp. Englisch.
Librería: moluna, Greven, Alemania
EUR 92,27
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents cutting-edge developments in high frequency financial econometricsSheds light on some of the most pressing open questions in the analysis of high frequency dataSpans a diverse range of topics, including market microstructure, tick-.
Librería: moluna, Greven, Alemania
EUR 93,00
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents cutting-edge developments in high frequency financial econometricsSheds light on some of the most pressing open questions in the analysis of high frequency dataSpans a diverse range of topics, including market microstructure, tick-.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 149,43
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. Print on Demand pp. 320 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 150,33
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. PRINT ON DEMAND pp. 320.
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Ejemplar firmado Impresión bajo demanda
EUR 106,99
Cantidad disponible: 1 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck¿s (1991) vector autoregressive model for signed trades and changes in the quote midpoint by relaxing the implicit symmetry assumptions in his model. The properties of the empirical model are derived from a structural dynamic model for ask and bid prices. In this model, ask and bid prices share a common lung-run component, the efficient price. The long-term value of the stock varies due to buyer-initiated shocks, seller-initiated shocks, and trade-unrelated shocks. The transitory components of ask and bid prices are characterized by two correlated and trade-dependent stochastic processes, whose dynamics are allowed to differ. The trading process is endogenous. Buyer and seller-initiated trades are generated by two idiosyncratic but mutually dependent stochastic processes. The generating processes of quotes and trades both depend on several exogenous variables that feature the trades and the market conditions.Physica Verlag, Tiergartenstr. 17, 69121 Heidelberg 320 pp. Englisch.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 106,99
Cantidad disponible: 1 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck's (1991) vector autoregressive model for signed trades and changes in the quote midpoint by relaxing the implicit symmetry assumptions in his model. The properties of the empirical model are derived from a structural dynamic model for ask and bid prices. In this model, ask and bid prices share a common lung-run component, the efficient price. The long-term value of the stock varies due to buyer-initiated shocks, seller-initiated shocks, and trade-unrelated shocks. The transitory components of ask and bid prices are characterized by two correlated and trade-dependent stochastic processes, whose dynamics are allowed to differ. The trading process is endogenous. Buyer and seller-initiated trades are generated by two idiosyncratic but mutually dependent stochastic processes. The generating processes of quotes and trades both depend on several exogenous variables that feature the trades and the market conditions.