Luc Bauwens
High Frequency Financial Econometrics: Recent Developments - Studies in Empirical Economics Luc Bauwens 1st ed. Softcover of orig. ed. 2008 edition

Name: High Frequency Financial Econometrics: Recent Developments - Studies in Empirical Economics
Price: 105.99 USD
Availability: OutOfStock
Author: Luc Bauwens

Price

$ 105.99

excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jul 7 - 13

Our customers say:

Top-vurdering på Google Reviews, baseret på tusinder af anmeldelser.

14-day return policy in accordance with European consumer protection law

Top ranking on Trustpilot

Add to your iMusic wish list

Also available as:

Hardcover Book

2008 edition

(2007) $ 122.99

High Frequency Financial Econometrics: Recent Developments - Studies in Empirical Economics

Luc Bauwens

1st ed. Softcover of orig. ed. 2008 edition

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. 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.

320 pages, 64 black & white tables, biography

Media	Books Paperback Book (Book with soft cover and glued back)
Released	October 19, 2010
ISBN13	9783790825404
Publishers	Springer-Verlag Berlin and Heidelberg Gm
Pages	312
Dimensions	155 × 235 × 17 mm · 449 g
Language	German
Editor	Bauwens, Luc
Editor	Pohlmeier, Winfried
Editor	Veredas, David