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Penulis: China) Liu Xiangli (Central University of Finance and Economics

Dukung

2 Ebooks oleh China) Liu Xiangli (Central University of Finance and Economics

Sampul Yongmiao Hong & Xiangli Liu: Information Spillover Effect and Autoregressive Conditional Duration Models
Yongmiao Hong & Xiangli Liu: Information Spillover Effect and Autoregressive Conditional Duration Models
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a n …
EPUB
Inggris
DRM
€54.04
Sampul Yongmiao Hong & Xiangli Liu: Information Spillover Effect and Autoregressive Conditional Duration Models
Yongmiao Hong & Xiangli Liu: Information Spillover Effect and Autoregressive Conditional Duration Models
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a n …
PDF
Inggris
DRM
€53.91