Limit search to available items
Book Cover
Book
Author Kokot, Stefan, 1970-

Title The econometrics of sequential trade models : theory and applications using high frequency data / Stefan Kokot
Published Berlin ; New York : Springer-Verlag, [2004]
©2004

Copies

Location Call no. Vol. Availability
 MELB  332.64015195 Kok/Eos  AVAILABLE
Description xi, 188 pages : illustrations ; 24 cm
Series Lecture notes in economics and mathematical systems, 0075-8442 ; 538
Lecture notes in economics and mathematical systems ; 538
Contents 1. Introduction -- 2. Trading Mechanisms on financial markets -- 3. Sequential trade models -- 4. Econometric analysis of sequential trade models -- 5. Empirical results -- 6. Conclusions
Notes "The present study has been accepted as a doctoral thesis by the Department of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main"--Preface
Bibliography Includes bibliographical references (pages [177]-188)
Subject Finance -- Econometric models.
Securities -- Econometric models.
LC no. 2003069467
ISBN 3540208143 paperback