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Author
Kokot, Stefan, 1970-
Title
The econometrics of sequential trade models : theory and applications using high frequency data / Stefan Kokot
Published
Berlin ; New York : Springer-Verlag, [2004]
©2004
Copies
Location
Call no.
Vol.
Availability
MELB
332.64015195 Kok/Eos
AVAILABLE
Description
xi, 188 pages : illustrations ; 24 cm
Series
Lecture notes in economics and mathematical systems, 0075-8442 ; 538
Lecture notes in economics and mathematical systems ; 538
Contents
1. Introduction -- 2. Trading Mechanisms on financial markets -- 3. Sequential trade models -- 4. Econometric analysis of sequential trade models -- 5. Empirical results -- 6. Conclusions
Notes
"The present study has been accepted as a doctoral thesis by the Department of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main"--Preface
Bibliography
Includes bibliographical references (pages [177]-188)
Subject
Finance -- Econometric models.
Securities -- Econometric models.
LC no.
2003069467
ISBN
3540208143 paperback
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