[PDF.21yf] The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)

The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)

[PDF.kt06] The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)

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 | #2742324 in Books |  Springer |  2004-04-15 | Original language:English | PDF # 1 |  9.25 x.48 x6.10l,.67 | File type: PDF | 196 pages

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||0 of 0 people found the following review helpful.| Useful|By Hertzberg|This book was very useful to me. It introduces the class of Sequential Trade Models (STM), letting the Easley, Kiefer, O'Hara and Paperman (EKOP) of 1996 play the center stage and include several expansions of it. To some degree I agree with an earlier reviewer that the book puts a lot of focus on EKOP and other models by the same authors, but I don't agree

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 nancial markets", and "Microstructure on financial markets", that were both conducted by the chair of Statistics and Econometrics (Empirical Economic Research) at the Dep...

You easily download any file type for your gadget.The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)   |  Stefan Kokot. I really enjoyed this book and have already told so many people about it!

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