Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems)

Nikolaus Hautsch


  Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems)  Nikolaus Hautsch  Book DescriptionThis book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time.  книги, книжный магазин, интернет-магазин Book DescriptionThis book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time....


Free Markets Under Siege: Cartels, Politics, and Social Welfare

Richard Allen Epstein


  Free Markets Under Siege: Cartels, Politics, and Social Welfare  Richard Allen Epstein  Book DescriptionProsperity through Competitive Solutions Drawing on his extensive knowledge of history, law, and economics, Richard Epstein examines how best to regulate the interface between market choice and government intervention. With clarity, force, and wit, Epstein provides an illuminating analysis of some of the ways that special interest groups, with the help of sympathetic politicians, have been able to manipulate free markets in their favor. The author focuses on two areas where government intervention has been persistent in both the United State and Western Europe?agriculture and the labor market?and tries to find a middle path between socialism and libertarianism. He reveals how the truly great social catastrophes come from a wholesale disrespect for individual liberty and a total contempt for private property?and why there should never be compensation for losses incurred through the operation of competitive markets. He shows how free...  книги, книжный магазин, интернет-магазин Book DescriptionProsperity through Competitive Solutions Drawing on his extensive knowledge of history, law, and economics, Richard Epstein examines how best to regulate the interface between market choice and government intervention. With clarity, force, and wit, Epstein provides an illuminating analysis of some of the ways that special interest groups, with the help of sympathetic politicians, have been able to manipulate free markets in their favor. The author focuses on two areas where government intervention has been persistent in both the United State and Western Europe?agriculture and the labor market?and tries to find a middle path between socialism and libertarianism. He reveals how the truly great social catastrophes come from a wholesale disrespect for individual liberty and a total contempt for private property?and why there should never be compensation for losses incurred through the operation of competitive markets. He shows how free......

Business Ethics : A Global and Managerial Perspective

David J Fritzsche


  Business Ethics : A Global and Managerial Perspective  David J Fritzsche  Book DescriptionFritzsche's: Business Ethics: A Global and Managerial Perspective 2e, integrates sociological theories and codes of morale that a manager might face in the modern business world. This paperback combines research and theory with real world examples and cases, discussion questions, and interactive Book DescriptionFritzsche's: Business Ethics: A Global and Managerial Perspective 2e, integrates sociological theories and codes of morale that a manager might face in the modern business world. This paperback combines research and theory with real world examples and cases, discussion questions, and interactive "what would you do" situations....

Perspectives on Public Relations Research (Routledge Advances in Management and Business Studies, Volume 10)

Danny Moss


  Perspectives on Public Relations Research (Routledge Advances in Management and Business Studies, Volume 10)  Danny Moss  Book DescriptionExamines public relations from a variety of different perspectives such as management, rhetoric theory, practitioner, social psychology and historical. Previously only available in hardback.Download DescriptionExamines public relations from a variety of different perspectives such as management, rhetoric theory, practitioner, social psychology and historical. Previously only available in hardback.  книги, книжный магазин, интернет-магазин Book DescriptionExamines public relations from a variety of different perspectives such as management, rhetoric theory, practitioner, social psychology and historical. Previously only available in hardback.Download DescriptionExamines public relations from a variety of different perspectives such as management, rhetoric theory, practitioner, social psychology and historical. Previously only available in hardback....

Xtreme Fashion

Courtenay Smith


  Xtreme Fashion  Courtenay Smith  Book DescriptionRadical chic gets a new definition in this stunning survey of fashion trends that are emerging far away from the runways. In Xtreme Fashion authors Courtenay Smith and Sean Topham turn their attention to the fashion world, where hautecouture is taking a backseat to serious concerns about the environment, personal safety, and privacy. Featuring more than 300 color photos and fascinating text, the authors show how real fashion starts on the streets, born of urban conditions from gang culture to teenybopper worship. They showcase the works of designers, artists, and other creative individuals such as Moreno Ferrari, Freddie Robins, Vexed Generation, Alicia Framis, Daniele Buetti, Lucy Orta, and Hussein Chalayan to illustrate the demand for clothing that can protect, extend, alter, mark or mask the human body. Putting forth the idea that truly extreme fashion is not designed to be outlandish, but useful, Xtreme Fashion looks beyond the latest hemlines and Book DescriptionRadical chic gets a new definition in this stunning survey of fashion trends that are emerging far away from the runways. In Xtreme Fashion authors Courtenay Smith and Sean Topham turn their attention to the fashion world, where hautecouture is taking a backseat to serious concerns about the environment, personal safety, and privacy. Featuring more than 300 color photos and fascinating text, the authors show how real fashion starts on the streets, born of urban conditions from gang culture to teenybopper worship. They showcase the works of designers, artists, and other creative individuals such as Moreno Ferrari, Freddie Robins, Vexed Generation, Alicia Framis, Daniele Buetti, Lucy Orta, and Hussein Chalayan to illustrate the demand for clothing that can protect, extend, alter, mark or mask the human body. Putting forth the idea that truly extreme fashion is not designed to be outlandish, but useful, Xtreme Fashion looks beyond the latest hemlines and "new blacks"......


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Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems). Nikolaus Hautsch . Книги.

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