9783846547700 - Economic Applications of Conditional Intensity Models: for financial transactions and patent applications data de Blazsek, Szabolcs (9 resultados)

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Taschenbuch. Condición: Neu. Economic Applications of Conditional Intensity Models | for financial transactions and patent applications data | Szabolcs Blazsek | Taschenbuch | 136 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783846547700 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Paperback. Condición: Brand New. 136 pages. 8.66x5.91x0.31 inches. In Stock.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 136 pp. Englisch.

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Blazsek SzabolcsSzabolcs 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 .

Condición: New. PRINT ON DEMAND.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 136 pp. Englisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.