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Ait-Sahalia, Yacine

Libros de: Ait-Sahalia, Yacine

Mostrando 2 libros encontrados. (1 páginas).

  • High-Frequency Financial Econometrics

    High-Frequency Financial Econometrics

    Ait-Sahalia, Yacine Jacod, Jean

    Princeton University Press (2014)

    valoración

    • EAN: 9780691161433
    • Páginas: 688
    • Fecha de edición: 2014

    pvp.51,30 €

    Disponible entre 11 y 20 dias

    High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown ...

  • Handbook Of Financial Econometrics "2 Vols"

    Handbook Of Financial Econometrics "2 Vols"
     2 Vols

    Ait-Sahalia, Yacine Hansen, Lars Peter

    North-Holland (2009)

    valoración

    • EAN: 9780444535542
    • Páginas: 1000
    • Fecha de edición: 2009

    pvp.163,60 €

    Disponible entre 11 y 20 dias

    Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility ...