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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: R4,406
Discovery Miles 44 060
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Financial Econometrics and Empirical Market Microstructure (Paperback, Softcover reprint of the original 1st ed. 2015)
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.
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