The Econometrics of Sequential Trade Models
Subtitle: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: April 15, 2004
Language: eng
Format: Paperback
Number of pages: 193
ISBN-13: 9783540208143
Subjects: Econometrics; Investments & Securities - General; Econometric models; Business & Economics; Business / Economics / Finance; Business/Economics; Securities; Finance; Statistics; Business & Economics / Finance; Business & Economics / Investments & Securities; Business & Economics-Finance; Business & Economics-Statistics
First sentence: Today it is customary that every single transaction of a financial asset traded on major financial markets around the world is recorded electronically with detailed information about the time of occurrence, price and volume and other relevant characteristics.