Author: Publisher: Dick Billows
ISBN: 193856118X
Category :
Languages : en
Pages : 26
Book Description
Estimate Durations
Author: Publisher: Dick Billows
ISBN: 193856118X
Category :
Languages : en
Pages : 26
Book Description
Rainfall Intensities for Local Drainage Design in the United States for Durations of 5 to 240 Minutes and 2-, 5-, and 10- Year Return Periods
Author: Publisher:
ISBN:
Category : Precipitation (Meteorology)
Languages : en
Pages : 24
Book Description
Development of Regression Equations to Estimate Flow Durations and Low-flow-frequency Statistics in New Hampshire Streams
Author: Robert H. FlynnPublisher:
ISBN:
Category : Electronic government information
Languages : en
Pages : 84
Book Description
Experimental Determination of Waiting Times for Meteor Trail Returns of Specified Durations
Author: J. C. OstergaardPublisher:
ISBN:
Category : Ionospheric radio wave propagation
Languages : en
Pages : 198
Book Description
Temperature and Life Duration of Seeds ...
Author: James Frederick GrovesPublisher:
ISBN:
Category : Seeds
Languages : en
Pages : 80
Book Description
Frequencies and Durations of Hourly Temperatures
Author: Fernand De PercinPublisher:
ISBN:
Category : Fort Greely (Alaska)
Languages : en
Pages : 34
Book Description
Water-resources Investigations Report
Author: Publisher:
ISBN:
Category : Hydrology
Languages : en
Pages : 340
Book Description
Econometric Modelling of Stock Market Intraday Activity
Author: Luc BauwensPublisher: Springer Science & Business Media
ISBN: 9780792374244
Category : Business & Economics
Languages : en
Pages : 214
Book Description
The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market microstructure. Econometric Modelling of Stock Market Intraday Activity focuses on the econometric modelling of intraday tick-by-tick transaction data (trades and quote) for stock traded on the New York Stock Exchange (NYSE). Recent quantitative modelling tools such as intraday duration models and GARCH modes are presented. A survey of trading mechanisms in financial markets and a review of market microstructure issues is also included, which allows to gain a better understanding of the motivation underlying the use of the quantitative models. In the empirical applications, the link is made with the models of the market microstructure literature that have proposed an explicit treatment of time in the trading process. Other empirical applications deal with the modelling of intraday volatility and intraday Value-at-Risk. Although the models are applied to data for stock traded on the NYSE, they are not specific to this exchange and could be used to analyze other existing trading mechanisms. Accordingly, this book should be of interest to academics and graduate students involved in empirical finance and applied econometrics, regulators working for exchanges, and practitioners in banks or brokerage firms.
An Enquiry Concerning the Principles of Natural Knowledge
Author: Alfred North WhiteheadPublisher:
ISBN:
Category : Philosophy
Languages : en
Pages : 220
Book Description
Mind
Author: Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 526
Book Description
A quarterly review of philosophy.
