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

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Book	Author(s)	Year	Publisher
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data	Stefan Kokot	2004	Springer Berlin Heidelberg
The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)	Stefan Kokot	April 15, 2004	Springer
Econometrics of Financial High-Frequency Data	Nikolaus Hautsch	2012	Springer Berlin Heidelberg
High-Frequency Financial Econometrics	Yacine Aït-Sahalia; Jean Jacod	2014	Princeton University Press
The Econometrics of Complex Survey Data: Theory and Applications	David T. Jacho-Chavez, Gautam Tripathi	2019	Emerald Publishing
The Econometrics of Panel Data: Handbook of Theory and Applications	Marc Nerlove, Pietro Balestra (auth.), László Mátyás, Patrick Sevestre (eds.)	1992	Springer Netherlands
The Econometrics of Panel Data: Handbook of Theory and Applications	László Mátyás; Patrick Sevestre	1992	Springer Netherlands
Trade, Theory and Econometrics	James R. Melvin; James C. Moore; Raymond G Riezman	1999	Routledge
High Frequency Financial Econometrics: Recent Developments	Luc Bauwens; Winfried Pohlmeier; David Veredas	2008	Physica-Verlag HD
Econometrics: theory and applications	Sukesh K. Ghosh	1991	Prentice-Hall International
Theory and applications of sequential nonparametrics	Pranab Kumar Sen	1987	Society for Industrial Mathematics
Econometrics of Panel Data: Methods and Applications	Erik Biørn	2016	Oxford University Press
The Econometrics of Panel Data: A Handbook of the Theory with Applications	László Mátyás; Patrick Sevestre	2nd ed. 1996	Springer Netherlands
High-Frequency Trading Models + Web site	Gewei Ye	2010	John Wiley & Sons
Configural Frequency Analysis: Foundations, Models, and Applications	Alexander von Eye; Wolfgang Wiedermann	1st ed. 2021	Springer Berlin Heidelberg
Configural Frequency Analysis: Methods, Models, and Applications	Alexander von Eye	2002	Routledge
Continuous-Time Econometrics: Theory and applications	Giancarlo Gandolfo	1993	Springer Netherlands
Modelling and Forecasting High Frequency Financial Data	Stavros Degiannakis; Christos Floros	1st ed. 2015	Palgrave Macmillan UK
Elastic Waves: High Frequency Theory	Vassily Babich; Aleksei Kiselev	2018	Routledge
Epidemics: Models and Data using R	Ottar N. Bjørnstad	1st ed. 2018	Springer International Publishing
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
The econometrics of high-frequency data	Mathieu Kessler; Alexander Lindner; Michael Sorensen	Statistical Methods for Stochastic Differential Equations	Mathieu Kessler; Alexander Lindner; Michael Sorensen	2012	Routledge
THE ECONOMETRICS OF COMPLEX SURVEY DATA: THEORY AND APPLICATIONS		The Econometrics of Complex Survey Data: Theory and Applications	David T. Jacho-Chavez, Gautam Tripathi	2019	Emerald Publishing
Sequential Trade Models	Stefan Kokot	The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data	Stefan Kokot	2004	Springer Berlin Heidelberg
Sequential trade models		Empirical market microstructure: the institutions, economics and econometrics of securities trading /	Hasbrouck, Joel.	2007.	Oxford University Press,
12. High-Frequency Data and Models		Asset Price Dynamics, Volatility, and Prediction	Stephen J. Taylor	2005	Princeton University Press
12. High-frequency data and models		Asset price dynamics, volatility, and prediction /	Taylor, Stephen	[2005], ©2005.	Princeton University Press,
Models and Data in Econometrics	Songsak Sriboonchita; Wing-Keung Wong; Sompong Dhompongsa; Hung T. Nguyen	Stochastic Dominance and Applications to Finance, Risk and Economics	Songsak Sriboonchita; Wing-Keung Wong; Sompong Dhompongsa; Hung T. Nguyen	2009	Routledge
Sequential Data and the Importance of Sequential Models		Applied Natural Language Processing in the Enterprise: Teaching Machines to Read, Write, and Understand	Ankur A. Patel, Ajay Uppili Arasanipalai	2021	O'Reilly Media
5. Sequential trade models		Exchange-rate dynamics	Martin D. D. Evans	2011	Princeton University Press
10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics	Ole E. Barndorff-Nielsen; Neil Shephard	Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress	Richard Blundell; Whitney Newey; Torsten Persson	2007-06	Cambridge University Press
MGARCH models using high-frequency returns		Conceptual Econometrics Using R (Handbook of Statistics)	C. R. Rao (editor), Hrishikesh D. Vinod (editor)	2019	North Holland
Price and Volatility Using High-Frequency Data	Gilles Zumbach	Discrete Time Series, Processes, and Applications in Finance	Gilles Zumbach	2013	Springer Berlin Heidelberg
Theory and Applications of Sequential Nonparametrics		Theory and applications of sequential nonparametrics	Pranab Kumar Sen	1987	Society for Industrial Mathematics
Forecasting Volatility Using High-Frequency Data	Peter Reinhard Hansen; Asger Lunde	The Oxford Handbook of Economic Forecasting	Michael P. Clements; David F. Hendry	2011	Oxford University Press
High-Frequency Data	Harry Georgakopoulos	Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective	Harry Georgakopoulos	2015	Palgrave Macmillan US
High-Frequency Data		Python for Finance: Mastering Data-Driven Finance Book	Yves Hilpisch	2018	O'Reilly
High-Frequency Data		High-Frequency Trading + Website, Second Edition: A Practical Guide to Algorithmic Strategies and Trading Systems	Irene Aldridge	2013	John Wiley & Sons
Applications of Pattern Discovery Using Sequential Data Mining		Pattern Discovery Using Sequence Data Mining: Applications and Studies	Pradeep Kumar	2011	IGI Global
High-Frequency Filters for Data Communication Applications	Manisha Gambhir; Vijay Dhanasekaran; Jose Silva-Martinez; Edgar Sánchez-Sinencio	Circuits at the Nanoscale: Communications, Imaging, and Sensing	Krzysztof Iniewski; Charles G Sodini; Donhee Ham; Jian-Qiang Lu; Geogios Vitzilaios; Gerasimos Theodoratos; Xiaofeng Li; Abdel S. Yousif; Mohammad Faisal Zaman; Ajit Sharma; Jose Silvia-Martinez; Pawel Grybos	2009	Routledge
Theory and Econometrics		Recursive Models of Dynamic Linear Economies	Lars Peter Hansen; Thomas J. Sargent	2013	Princeton University Press
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

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