Sökt på: Böcker av Winfried Pohlmeier
totalt 9 träffar
Econometrics of Anonymized Micro Data
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 …
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 …
Econometrics of Anonymized Micro Data
Simultane Probit- und Tobitmodelle
Das Buch behandelt Erweiterungen oekonometrischer Modelle mit qualitativen erklarenden Variablen auf simultane Gleichungssysteme. Die vorgestellten Schatzverfahren, kurz als …
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 …
Economic Forecasts
Economic Forecasts
Forecasts guide decisions in all areas of economics and finance. Economic policy makers base their decisions on business cycle forecasts, investment decisions of firms are based on …