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£115.00
Cheaper than 34% of the days we've watched it.
£115 today · 30-day average £121 · all-time low £106
Springer - Econometrics of Financial High-Frequency Data Book
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Last 83 days · 83 data points (no recent data)
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Price distribution over 83 days • 4 price levels
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Most common price: £110 (46 days, 55.4%)
Price range: £106 - £121
Price levels: 4 different prices over 83 days
Description
Key Features
This Springer publication provides a state-of-the-art overview of the major approaches currently used in high-frequency econometrics.
The text covers essential research areas including univariate and multivariate autoregressive conditional mean approaches.
Learn about the impact of technological progress in trading systems on modern econometrics and statistics.
The content addresses key financial topics such as liquidity risk, high-frequency volatility, and optimal order placement.
This book examines the growing importance of intraday trading driven by high-frequency level financial data.
Product Specifications
- Brand
- Springer
- Format
- hardcover
- ASIN
- 3642219241
- Domain
- Amazon UK
- Release Date
- 12 October 2011
- Listed Since
- 20 May 2011
Barcode
No barcode data available
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