Book

Econometric Modelling Of Stock Market Intraday Activity

This text focuses on the econometric modelling of intraday tick-by-tick transaction data (trades and quote) for stock traded on the New York Stock Exchange (NYSE). Quantitative modelling tools such as intraday duration models and GARCH modes are presented. «

Score:

(3/0)

Reviews:

0

Times tipped:

0

Times read:

0

Author(s):

Luc Bauwens, Pierre Giot

Category:

ISBN

9780792374244

Information

Reviews

Wall

Welcome to Boeklezers.nl

Boeklezers.nl is a network for social reading. We help readers discover new books and authors, and bring readers in contact with each other and with writers. Read more ».

There are no messages on Econometric Modelling Of Stock Market Intraday Activity wall yet.