This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and pleasant research en- ronment and his continuous support during my doctoral studies. I strongly bene?tted from inspiring discussions with him, his valuable advices and he- ful comments regarding the contents and the exposition of this book. I am grateful to Luc Bauwens for refereeing my work as a second super- sor. Moreover, I wish to thank him for o?ering me the possibility of a research visit at the Center of Operations Research and Econometrics (CORE) at the Universit¿ e Catholique de Louvain. Important parts of this book have been conceived during this period. Similarly, I am grateful to Tony Hall who invited me for a research visit at the University of Technology, Sydney, and provided me access to an excellent database from the Australian Stock Exchange. I would like to thank him for his valuable support and the permission to use this data for empirical studies in this book. I wish to thank my colleagues at the University of Konstanz Frank G- hard,DieterHess,JoachimInkmann,MarkusJochmann,StefanKlotz,Sandra Lechner and Ingmar Nolte who o?ered me advice, inspiration, friendship and successfulco-operations.Moreover,Iamgratefultothestudentresearchass- tantsat the Chair of Econometrics at the University of Konstanz, particularly Magdalena Ramada Sarasola, Danielle Tucker and Nadine Warmuth who did a lot of editing work.
Produktkennzeichnungen
ISBN-10
3540211349
ISBN-13
9783540211341
eBay Product ID (ePID)
30848843
Produkt Hauptmerkmale
Produktart
Lehrbuch
Sprache
Englisch
Anzahl der Seiten
304 Seiten
Verlag
Springer Berlin Heidelberg, Springer Berlin
Publikationsname
Modelling Irregularly Spaced Financial Data
Autor
Nikolaus Hautsch
Format
Taschenbuch
Erscheinungsjahr
2004
Zusätzliche Produkteigenschaften
Hörbuch
No
Inhaltsbeschreibung
Paperback
Item Length
23cm
Item Height
1cm
Item Width
15cm
Nummer Innerhalb der Serie
539
Buchreihe
Lecture Notes in Economics And Mathematical Systems
Item Weight
464g
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