The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data

Shelfclass_id 2.L
Sortkey KOKOT, STEFAN
Authors Stefan Kokot
Title The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data
Publisher Springer Pub. Co.
Year c2004
Languages eng
Isbn 3540208143
Series Lecture notes in economics and mathematical systems
Volume 538
Issn 0075-8442
Description (pbk.: alk. paper) 188 p. ill. 24 cm
Record date 20060622
Location New York
Keywords Finance, Securities