The Econometrics of Sequential Trade Models. Theory and Applications Using High Frequency Data.
Kokot, Stefan
ISBN 10: 3540208143 ISBN 13: 9783540208143
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2004
Neu
Softcover
Verkäufer
Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
Verkäuferbewertung 5 von 5 Sternen
AbeBooks-Verkäufer seit 27. Februar 2001
Dieser Artikel ist nicht mehr verfügbar.
Beschreibung
Beschreibung:
Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 208 pages, 5 black & white illustrations, 16 black & white tables, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 233 x 155 x 11. Weight in Grams: 305. . 2004. Paperback. . . . . Bestandsnummer des Verkäufers V9783540208143
Inhaltsangabe:
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 Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies.
Reseña del editor: 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 Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Bibliografische Details
Titel: The Econometrics of Sequential Trade Models....
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Erscheinungsdatum: 2004
Einband: Softcover
Zustand: New
Beste Suchergebnisse bei AbeBooks
Beispielbild für diese ISBN
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems, 538)
Verlag:
Springer (edition 2004), 2004
ISBN 10: 3540208143
ISBN 13: 9783540208143
Gebraucht
Paperback
Anbieter: BooksRun, Philadelphia, PA, USA
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Good. 2004. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Bestandsnummer des Verkäufers 3540208143-11-1
Anzahl: 1 verfügbar
Foto des Verkäufers
The Econometrics of Sequential Trade Models
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 4 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers 4884854
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems, 538)
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar3113020162711
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
The Econometrics of Sequential Trade Models
Verlag:
Springer Berlin Heidelberg Feb 2004, 2004
ISBN 10: 3540208143
ISBN 13: 9783540208143
Neu
Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies. 212 pp. Englisch. Bestandsnummer des Verkäufers 9783540208143
Anzahl: 2 verfügbar
Foto des Verkäufers
The Econometrics of Sequential Trade Models
ISBN 10: 3540208143
ISBN 13: 9783540208143
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 212 pp. Englisch. Bestandsnummer des Verkäufers 9783540208143
Anzahl: 1 verfügbar
Foto des Verkäufers
The Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies. Bestandsnummer des Verkäufers 9783540208143
Anzahl: 1 verfügbar
Foto des Verkäufers
Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data
Anbieter: GreatBookPrices, Columbia, MD, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers 2433337-n
Anzahl: 15 verfügbar
Beispielbild für diese ISBN
The Econometrics of Sequential Trade Models (Paperback)
ISBN 10: 3540208143
ISBN 13: 9783540208143
Neu
Paperback
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: new. Paperback. This clearly structured and well-written reference work examines the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade models. The text also introduces a new framework for estimation and hypothesis testing that substantially advances earlier work in the field. The results that are necessary for understanding the introduced empirical framework are derived step-by-step. The text is ideally suited as a reference work on old and new results as well as a textbook for graduate courses on market microstructure theory, empirical methods in finance or econometrics. The book inquires the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade models. The text also introduces a new framework for estimation and hypothesis testing that extends earlier work in the field substantially. Several market microstructure models in the spirit of Easley, Kiefer, O'Hara and Paperman (Journal of Finance, 1996) are reviewed. The common theme of these papers is the focus on the consequences of information based trading on the price setting behaviour of the market maker. Assuming that some traders have private information about a security's true value, a number of relations between observable quantities like the spread, the volume, timing of trades and volatility of asset prices can be established. The authors introduce a number of improved methods for estimation and hypothesis testing for sequential trade models and apply this econometric framework employing a high frequency transaction data set for a number of stocks traded on the New York Stock Exchange during August 1996. All results that are necessary for understanding the empirical framework introduced are derived step-by-step. The text is ideally suited as a reference work on old and new results as well as a textbook for graduate courses on Market Microstructure Theory, Empirical Methods in Finance or Econometrics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9783540208143
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
The Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data
Anbieter: Chiron Media, Wallingford, Vereinigtes Königreich
Verkäuferbewertung 4 von 5 Sternen
PF. Zustand: New. Bestandsnummer des Verkäufers 6666-IUK-9783540208143
Anzahl: 10 verfügbar
Beispielbild für diese ISBN
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems, 538)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Bestandsnummer des Verkäufers ria9783540208143_new
Anzahl: Mehr als 20 verfügbar