High Frequency Trading and Limit Order Book Dynamics
55,99 €
inkl. MwSt.
Versandkostenfrei*
Versandfertig in 2-4 Wochen
  • Broschiertes Buch

This book presents the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. It was originally published as a special issue of European Journal of Finance.

Andere Kunden interessierten sich auch für
Produktbeschreibung
This book presents the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. It was originally published as a special issue of European Journal of Finance.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Autorenporträt
Ingmar Nolte is a Reader in Finance at Lancaster University, UK. He held positions before at the University of Warwick, UK, and the University of Konstanz, Germany. His core research area is Financial Econometrics; he has published articles in the leading journals including the Journal of Business & Economics Statistics, Journal of Financial Econometrics and the Journal of Applied Econometrics. Mark Salmon is Senior Scientist at BHDG Systematic Trading and has been a Visiting Professor at Cambridge University, UK, for the last three years Prior to joining BHDG he was Professor of Finance at Warwick Business School, UK, and prior to that a Professor at Cass Business School, UK, and the European University Institute, Italy. He has published widely in Finance, Economics, Econometrics and Statistics with papers in Econometrica, The Annals of Statistics, The Journal of Econometrics, The Economic Journal, The Journal of Financial Markets, The Journal of Empirical Finance amongst other places. He has also consulted with a number of financial institutions for many years and was an advisor at the Bank of England for six years. Chris Adcock is Professor of Financial Econometrics at the University of Sheffield, UK, and visiting Professor of Quantitative Finance at the University of Southampton, UK. Research interests are in portfolio selection, asset pricing theory and the development of quantitative techniques for portfolio management. He has acted as advisor to several international investment managers. He is founding editor of The European Journal of Finance and has been associate editor of several finance journals and Series C and D of the Journal of the Royal Statistical Society . Current research projects are in downside risk, portfolio selection, skewness and option returns, with collaborations with universities in the UK, the European Union and China.