4 Електронні книги від Winfried Pohlmeier
Luc Bauwens & Winfried Pohlmeier: High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity o …
PDF
Англійська
€96.29
Winfried Pohlmeier & Gerd Ronning: Econometrics of Anonymized Micro Data
…
PDF
Англійська
DRM
€60.95
