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Books > Business & Economics > Economics > Econometrics

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Financial Econometrics and Empirical Market Microstructure (Hardcover, 2015 ed.) Loot Price: R3,828

Discovery Miles 38 280

Repayment Terms: R359 pm x 12*

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Financial Econometrics and Empirical Market Microstructure (Hardcover, 2015 ed.): Anil K. Bera, Sergey Ivliev, Fabrizio Lillo

Financial Econometrics and Empirical Market Microstructure (Hardcover, 2015 ed.)

Anil K. Bera, Sergey Ivliev, Fabrizio Lillo

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Loot Price R3,828 Discovery Miles 38 280 | Repayment Terms: R359 pm x 12*

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In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Release date:	November 2014
First published:	2015
Editors:	Anil K. Bera • Sergey Ivliev • Fabrizio Lillo
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Hardcover
Pages:	284
Edition:	2015 ed.
ISBN-13:	978-3-319-09945-3
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General Promotions
LSN:	3-319-09945-0
Barcode:	9783319099453