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Econometrics of Sequential Trade Models - 9783540208143
Un libro in lingua di Kokot Stefan edito da BERTRAMS PRINT ON DEMAND, 2004
- € 82.10
- Il prezzo è variabile in funzione del cambio della valuta d’origine
This clearly structured and well-written reference work examines the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade models. The text also introduces a new framework for estimation and hypothesis testing that substantially advances earlier work in the field. The results that are necessary for understanding the introduced empirical framework are derived step-by-step. The text is ideally suited as a reference work on old and new results as well as a textbook for graduate courses on market microstructure theory, empirical methods in finance or econometrics.
Informazioni bibliografiche
- Titolo del Libro in lingua: Econometrics of Sequential Trade Models
- Autore: Kokot Stefan
- Editore: BERTRAMS PRINT ON DEMAND
- Data di Pubblicazione: 01 Aprile '04
- Genere: Lingua Inglese
- ISBN-10: 3540208143
- EAN-13: 9783540208143