9783540208143 - The Econometrics of Sequential Trade Models: Theory And Applications Using High Frequency Data: 538 di Kokot, Stefan (14 risultati)

Condizione: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

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Condizione: New. pp. 212.

Paperback. Condizione: Brand New. 1st edition. 204 pages. 9.00x6.00x0.50 inches. In Stock.

Paperback Oct 04, 2013. Condizione: gebraucht; wie neu.

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Taschenbuch. Condizione: 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.

Taschenbuch. Condizione: Neu. The Econometrics of Sequential Trade Models | Theory and Applications Using High Frequency Data | Stefan Kokot | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | xii | Englisch | 2004 | Springer | EAN 9783540208143 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Softcover. Condizione: gut. 2004. The Econometrics of Sequential Trade Models In deutscher Sprache. pages.

Taschenbuch. Condizione: 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.

Condizione: New. Print on Demand pp. 212 Figures, Illus.

Condizione: New. PRINT ON DEMAND pp. 212.

Taschenbuch. Condizione: 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 KG, Sachsenplatz 4-6, 1201 Wien 212 pp. Englisch.