Overview
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 539)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (8 chapters)
-
Front Matter
-
Back Matter
Keywords
Reviews
From the reviews of the first edition:
"This book regards financial point processes. … Valuable risk and liquidity measures are constructed by defining financial events in terms of price and /or the volume process. Several applications are illustrated." (Klaus Ehemann, Zentralblatt MATH, Vol. 1081, 2006)
Authors and Affiliations
Bibliographic Information
Book Title: Modelling Irregularly Spaced Financial Data
Book Subtitle: Theory and Practice of Dynamic Duration Models
Authors: Nikolaus Hautsch
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-642-17015-7
Publisher: Springer Berlin, Heidelberg
-
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
Softcover ISBN: 978-3-540-21134-1Published: 06 April 2004
eBook ISBN: 978-3-642-17015-7Published: 07 January 2011
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XII, 292
Number of Illustrations: 55 b/w illustrations
Topics: Econometrics, Quantitative Finance, Finance, general, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business, Management, Economics, Finance, Insurance