Filter By
Books (8)
- Book
- Qty in Cart
- Quantity
- Price
- Subtotal
-
High Frequency Financial Econometrics: Recent Developments by Luc Bauwens 9783790819915
Booksplease Price: $117.21Sorry no description is available for this book at this time. -
High Frequency Financial Econometrics: Recent Developments by Luc Bauwens 9783790825404
Booksplease Price: $118.99In 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... -
Econometric Modelling of Stock Market Intraday Activity by Luc Bauwens 9781441949066
Booksplease Price: $118.95Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and... -
Bayesian Inference in Dynamic Econometric Models by Luc Bauwens 9780198773139
RRP: $91.59Booksplease Price: $82.56This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non... -
Econometric Modelling of Stock Market Intraday Activity by Luc Bauwens 9780792374244
Booksplease Price: $116.82Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and... -
Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo by Luc Bauwens 9783540133841
Booksplease Price: $59.70In their review of the "Bayesian analysis of simultaneous equation systems", Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development... -
Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models by Nikolaus Hautsch 9783540211341
Booksplease Price: $116.82This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and... -
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory by William A. Barnett
RRP: $59.34Booksplease Price: $54.39Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests,...