Econometric modelling of stock market intraday activity /
"The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market microstructure. Econometric Modelling of Stock Market Intraday Activity focuses on the econometric model...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Boston :
Kluwer Academic Publishers,
c2001.
|
| Series: | Advanced studies in theoretical and applied econometrics ;
v. 38. |
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
3rd Floor Main Library
| Call Number: |
A1234.567 |
|---|---|
| Copy 1 | Available |