£145.00

It has never been this cheap. We have no record of a lower price.

£145 today · cheaper than every other day in the last 3 months

Routledge Information Spillover Effect and Autoregressive Conditional Duration Models (Routledge Advances in Risk Management)

View at Amazon

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 32 days · 32 data points (no recent data)

Historical
Generating forecast…
£145.00 £137.75 £140.65 £143.55 £146.45 £149.35 £152.25 26 July 2026 02 August 2026 10 August 2026 18 August 2026 26 August 2026
View at Amazon ↗

Price data last checked 59 day(s) ago - refreshing...

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↑ Price chart
when this has been cheap or pricey
↑ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price Distribution

Price distribution over 32 days • 1 price levels

Days at Price
32 days 0 8 16 24 32 £145 Days at Price

Price Analysis

Most common price: £145 (32 days, 100.0%)

Price range: £145 - £145

Price levels: 1 different prices over 32 days

Description

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. It explores this new method by testing the information spillover between the Chinese stock market and the international market, futures market and spot market. Using the high frequency data, this book investigates the intraday effect and examines which type of ACD model is particularly suited in capturing financial duration dynamics. The book will be of invaluable use to scholars and graduate students interested in co-movements among different financial markets and financial market microstructure and to investors and regulation departments looking to improve their risk management.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
03 July 2014
Listed Since
09 July 2013

Barcode

No barcode data available

Similar Products You Might Like

Dynamics of Markets: The New Financial Economics
96% match

Dynamics of Markets: The New Financial Economics

Cambridge University Press

£67.36 07 Oct 2026
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)
96% match

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Springer

£94.74 24 Sep 2026
Routledge High Frequency Trading and Limit Order Book Dynamics
96% match

Routledge High Frequency Trading and Limit Order Book Dynamics

Routledge

£120.00 16 Aug 2026
High Frequency Trading and Limit Order Book Dynamics
96% match

High Frequency Trading and Limit Order Book Dynamics

Routledge

£41.99 23 Sep 2026
Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)
96% match

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

MACMILLAN

£67.87 21 Aug 2026
Wiley Risk Management in Trading - Hedge Fund Guide
96% match

Wiley Risk Management in Trading - Hedge Fund Guide

Wiley

£52.88 10 Sep 2026
OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS: 1 (MODERN TRENDS IN FINANCIAL ENGINEERING)
96% match

OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS: 1 (MODERN TRENDS IN FINANCIAL ENGINEERING)

World Scientific Publishing Company

£69.50 19 Aug 2026
Econometrics of Financial High-Frequency Data
96% match

Econometrics of Financial High-Frequency Data

Springer

£110.00 15 Aug 2026
Routledge - New Facets of Economic Complexity in Markets
96% match

Routledge - New Facets of Economic Complexity in Markets

Routledge

£140.71 01 Oct 2026
Econometrics of Financial High-Frequency Data
95% match

Econometrics of Financial High-Frequency Data

Springer

£128.11 03 Oct 2026
High-Frequency Financial Econometrics
95% match

High-Frequency Financial Econometrics

Princeton University Press

£36.62 26 Sep 2026
Information Systems for Global Financial Markets: Emerging Developments and Effects (Advances in Finance, Accounting, and Economics)
95% match

Information Systems for Global Financial Markets: Emerging Developments and Effects (Advances in Finance, Accounting, and Economics)

IGI Global

£183.99 22 Aug 2026
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
95% match

Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

World Scientific Publishing Company

£88.00 03 Sep 2026
Wiley An Introduction to Analysis of Financial Data with R
95% match

Wiley An Introduction to Analysis of Financial Data with R

Wiley

£77.10 23 Oct 2026
Market Practice In Financial Modelling
95% match

Market Practice In Financial Modelling

World Scientific Publishing Company

£62.00 03 Oct 2026
Wiley Machine Learning and Big Data with kdb+/q Book
95% match

Wiley Machine Learning and Big Data with kdb+/q Book

Wiley

£58.07 03 Sep 2026
Market Practice in Financial Modelling
95% match

Market Practice in Financial Modelling

World Scientific Publishing Company

£55.03 26 Aug 2026
The Structure and Regulation of Financial Markets
95% match

The Structure and Regulation of Financial Markets

Oxford University Press

£100.00 26 Sep 2026
Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era
95% match

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

Elsevier

£63.49 02 Oct 2026
FINANCIAL INFORMATICS: AN INFORMATION-BASED APPROACH TO ASSET PRICING
95% match

FINANCIAL INFORMATICS: AN INFORMATION-BASED APPROACH TO ASSET PRICING

World Scientific Publishing Company

£96.66 24 Sep 2026
Differential Rates, Residual Information Sets and Transactional Algebras
95% match

Differential Rates, Residual Information Sets and Transactional Algebras

£59.34 22 Sep 2026
Marchés financiers - 6e éd - Gestion de portefeuille et des risques: Gestion de portefeuille et des risques
95% match

Marchés financiers - 6e éd - Gestion de portefeuille et des risques: Gestion de portefeuille et des risques

DUNOD

£43.70 23 Sep 2026
Financial Economics, Risk And Information (2nd Edition)
95% match

Financial Economics, Risk And Information (2nd Edition)

World Scientific Publishing Company

£60.38 22 Sep 2026
The FRTB: Practical Approach to Implementation and Model Risk Management
95% match

The FRTB: Practical Approach to Implementation and Model Risk Management

£79.49 29 Aug 2026