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Financial Econometrics and Empirical Market Microstructure

In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agen...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Bera, Anil K. (Editor, http://id.loc.gov/vocabulary/relators/edt), Ivliev, Sergey. (Editor, http://id.loc.gov/vocabulary/relators/edt), Lillo, Fabrizio. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Subjects:
Finance.
Econometrics.
Economics, Mathematical .
Macroeconomics.
Statistics .
Finance, general.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:https://doi.org/10.1007/978-3-319-09946-0
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