Information Spillover Effect and Autoregressive Conditional Duration Models (Bog, Hardback, Engelsk)

Information Spillover Effect and Autoregressive Conditional Duration Models

(Bog, Hardback, Engelsk)
Forfattere: Xiangli (Central University of Finance and Economics Liu, Yanhui Liu, Yongmiao (Cornell University Hong, Shouyang (Chinese Academy of Sciences Wang

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Beskrivelse

This book will be of interest to researchers who are interested in comovements among different financial markets and financial market microstructure. Investors and regulation organizations looking to improve risk management will find the book of invaluable use.

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Alle detaljer

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 Hardback
Sprog Engelsk
Udgivelsesdato 03-07-2014
Første udgivelsesår 2014
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 Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 210 pages, 43 Tables, black and white; 26 Line drawings, black and white; 26 Illustrations, black an
Mål 244 x 163 x 20
ISBN-13 / EAN-13 9780415721684