{"product_id":"econometrics-of-financial-high-frequency-data-nikolaus-hautsch-9783642219245","title":"Econometrics of Financial High-Frequency Data","description":"1 Introduction.- 2 Microstructure Foundations.- 3 Empirical Properties of High-Frequency Data.- 4 Financial Point Processes.- 5 Univariate Multiplicative Error Models.- 6 Generalized Multiplicative Error Models.- 7 Vector Multiplicative Error Models.- 8 Modelling High-Frequency Volatility.- 9 Estimating Market Liquidity.- 10 Semiparametric Dynamic Proportional Hazard Models.- 11 Univariate Dynamic Intensity Models.- 12 Multivariate Dynamic Intensity Models.- 13 Autoregressive Discrete Processes and Quote Dynamics.- Appendix: Important Distributions for Positive-Value Data.- Index.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Nikolaus Hautsch\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3642219241\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783642219245\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/12\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 374\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.58lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.88d","brand":"Nikolaus Hautsch","offers":[{"title":"Hardcover","offer_id":44126009491711,"sku":"9783642219245","price":199.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_762f81f2-ae44-452b-b654-f1189983942b.jpg?v=1687445782","url":"https:\/\/www.whiterainbookhouse.com\/products\/econometrics-of-financial-high-frequency-data-nikolaus-hautsch-9783642219245","provider":"WR Book House","version":"1.0","type":"link"}