High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin

• Autore: Martin, Ole
• Pubblicazione: Wiesbaden, : Springer spektrum, 2019
• Titolo uniforme: High-Frequency Statistics with Asynchronous and Irregular Data
• Descrizione fisica: xiii, 323 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 62-XX - Statistics [MSC 2020]; 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
• Soggetto non controllato: Asynchronous data; Asynchronous observations; Bootstrap; Bootstrapping asymptotic laws; Central limit theorems; Common jumps; Estimating quadratic covariation; High-frequency statistics; Irregular data; Laws of large numbers; Quadratic covariation; Quantitative Finance; Random observation schemes; Random observations; Test for common jumps; Test for jumps
• Titolo autorizzato: High-Frequency Statistics with Asynchronous and Irregular Data
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00126614
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-658-28418-3
• Serie: Mathematische Optimierung und Wirtschaftsmathematik / Mathematical Optimization and Economathematics Berlin [etc.] . -Springer