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This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial;
Vergelijkbare producten zoals Separating Information Maximum Likelihood Method for High-Frequency Financial Data
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency;
Vergelijkbare producten zoals Information Spillover Effect and Autoregressive Conditional Duration Models
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency;
Vergelijkbare producten zoals Information Spillover Effect and Autoregressive Conditional Duration Models
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances;
Vergelijkbare producten zoals Handbook of Modeling High-Frequency Data in Finance
This volume provides a practical introduction to the method of maximum likelihood as used in social science research. Ward and Ahlquist;
Vergelijkbare producten zoals Maximum Likelihood for Social Science
This volume provides a practical introduction to the method of maximum likelihood as used in social science research. Ward and Ahlquist;
Vergelijkbare producten zoals Maximum Likelihood for Social Science
Providing reliable information on an intervention effect, meta-analysis is a powerful statistical tool for analyzing and combining results;
Vergelijkbare producten zoals Meta-analysis of Binary Data Using Profile Likelihood
Providing reliable information on an intervention effect, meta-analysis is a powerful statistical tool for analyzing and combining results;
Vergelijkbare producten zoals Meta-analysis of Binary Data Using Profile Likelihood
population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample;
Vergelijkbare producten zoals Maximum Likelihood Estimation for Sample Surveys
market practitioners, in modelling high frequency data in finance. Combining both nonlinear modelling and intraday data for financial markets;
Vergelijkbare producten zoals Nonlinear Modelling of High Frequency Financial Time Series
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a;
Vergelijkbare producten zoals Econometrics of Financial High-frequency Data
in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for;
Vergelijkbare producten zoals An Introduction to High-Frequency Finance
, geometric distribution, computer simulation, histograms and frequency plots, maximum likelihood estimation, the tail exponential method, Bernoulli;
Vergelijkbare producten zoals Environmental Statistics and Data Analysis
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It;
Vergelijkbare producten zoals Maximum Likelihood Estimation and Inference
This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created;
Vergelijkbare producten zoals Analysing Intraday Implied Volatility for Pricing Currency Options
This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created;
Vergelijkbare producten zoals Analysing Intraday Implied Volatility for Pricing Currency Options
fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has;
Vergelijkbare producten zoals High-Frequency Financial Econometrics
developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data;
Vergelijkbare producten zoals High Frequency Financial Econometrics
on consistent asymptotically normal estimators obtained by method of moments, percentile and the method of maximum likelihood is also;
Vergelijkbare producten zoals Parametric Inference: An Introduction
estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments;
Vergelijkbare producten zoals Econometric Modelling with Time Series
estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments;
Vergelijkbare producten zoals Econometric Modelling with Time Series
the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or;
Vergelijkbare producten zoals Simulation-based Econometric Methods
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for;
Vergelijkbare producten zoals Statistical Inference for Financial Engineering
details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data;
Vergelijkbare producten zoals Handbook of High-Frequency Trading and Modeling in Finance
frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series;
Vergelijkbare producten zoals Forecasting Financial Markets
methods. They then present formal likelihood-based procedures for normal antedependence models, including maximum likelihood and residual maximum;
Vergelijkbare producten zoals Antedependence Models for Longitudinal Data
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