Sökt på: Böcker av Luc Bauwens
totalt 11 träffar
Collection of CEPANI arbitral awards / Recueil de sentences arbitrales du Cepani / Verzameling van arbitrale uitspraken van Cepani
This work, the third volume in its series, is devoted entirely to the procedural issues that may arise during the course of an arbitration procedure.With this trilingual …
High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to …
Econometric Modelling of Stock Market Intraday Activity
Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial …
High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to …
Econometric Modelling of Stock Market Intraday Activity
Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, labor econometrics, financial …
High Frequency Financial Econometrics
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to …
Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a …
Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a …
Econometric Modelling of Stock Market Intraday Activity
Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial …
Bayesian Inference in Dynamic Econometric Models
This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat …
Handbook of Volatility Models and Their Applications
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a …