Information Spillover Effect and Autoregressive Conditional Duration Models
(Bog, Paperback / softback, Engelsk)
Forlag:
Taylor & Francis Ltd
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9781138316874
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Formater og udgaver
Beskrivelse
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.
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| Forlag | Taylor & Francis Ltd |
| Forfattere | Xiangli (Central University of Finance and Economics Liu, Yanhui Liu, Yongmiao (Cornell University Hong, Shouyang (Chinese Academy of Sciences Wang |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 28-06-2018 |
| Første udgivelsesår | 2018 |
| Serie | Routledge Advances in Risk Management |
| Illustrationer | 43 Tables, black and white; 26 Line drawings, black and white; 26 Illustrations, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 210 |
| Indbinding | Paperback / softback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 210 pages, 43 Tables, black and white; 26 Line drawings, black and white; 26 Illustrations, black an |
| Mål | 155 x 232 x 25 |
| ISBN-13 / EAN-13 | 9781138316874 |