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Books > Business & Economics > Economics > Econometrics

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Financial Econometrics and Empirical Market Microstructure (Paperback, Softcover reprint of the original 1st ed. 2015) Loot Price: R4,397

Discovery Miles 43 970

Repayment Terms: R412 pm x 12*

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Financial Econometrics and Empirical Market Microstructure (Paperback, Softcover reprint of the original 1st ed. 2015): Anil K....

Financial Econometrics and Empirical Market Microstructure (Paperback, Softcover reprint of the original 1st ed. 2015)

Anil K. Bera, Sergey Ivliev, Fabrizio Lillo

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Loot Price R4,397 Discovery Miles 43 970 | Repayment Terms: R412 pm x 12*

Expected to ship within 10 - 15 working days

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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:	August 2016
First published:	2015
Editors:	Anil K. Bera • Sergey Ivliev • Fabrizio Lillo
Dimensions:	235 x 155 x 22mm (L x W x T)
Format:	Paperback
Pages:	284
Edition:	Softcover reprint of the original 1st ed. 2015
ISBN-13:	978-3-319-35207-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General Promotions
LSN:	3-319-35207-5
Barcode:	9783319352077