The Econometrics of Sequential Trade Models Theory and Applications Using High Frequency Data

The Econometrics of Sequential Trade Models Theory and Applications Using High Frequency Data / by Stefan Kokot.

The present study has been accepted as a doctoral thesis by the Depart­ ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi...

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Bibliographic Details
Main Author: Kokot, Stefan (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Lecture Notes in Economics and Mathematical Systems, 538
Springer eBook Collection.
Subjects:
Econometrics.
Finance.
Economics, Mathematical .
Macroeconomics.
Statistics .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.

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