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Econometric Modelling Of Stock Market Intraday Activity
This text focuses on the econometric modelling of intraday tick-by-tick transaction data (trades and quote) for stock traded on the New York Stock Exchange (... »
This text focuses on the econometric modelling of intraday tick-by-tick transaction data (trades and quote) for stock traded on the New York Stock Exchange (... »
Bayesian Inference Econ Ate:p P
This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several e... »
This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several e... »
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