cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market …This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse …

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is … in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for …

This book is a comprehensive introduction of the reader into the simulation and modelling techniques and their … application in the management of organisations. The book is rooted in the thorough understanding of systems theory applied to … organisations and focuses on how this theory can apply to econometric models used in the management of organisations. The …

Information -- Stylized Facts Study through a Multi-Agent Based Simulation of an Artificial Stock Market -- Auctions -- A Variable … -- Social Interactions and Innovation: Simulation Based on an Agent-Based Modular Economy -- Threshold Rule and Scaling Behavior … -- An Agent-Supported Simulation of Labour and Financial Markets for Migration Processes -- Sensitivity Analysis of an Agent …

econometrics, the book discusses quantitative economics broadly and simply, looking at models in the light of data. Students of …

Langes Gedächtnis in Finanzmarktdaten -- Intermittierendes deterministisches Chaos -- Simulation von intermittierendem …