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 p
- PDF / 8,935,196 Bytes
- 282 Pages / 439.42 x 683.15 pts Page_size
- 95 Downloads / 484 Views
ncial Econometrics and Empirical Market Microstructure
Financial Econometrics and Empirical Market Microstructure
Anil K. Bera
Sergey Ivliev
Fabrizio Lillo
Editors
Financial Econometrics and Empirical Market Microstructure
123
Editors Anil K. Bera Department of Economics University of Illinois Urbana Illinois USA
Sergey Ivliev Perm State University Perm Russia
Fabrizio Lillo Scuola Normale Superiore Pisa Italy
ISBN 978-3-319-09945-3 ISBN 978-3-319-09946-0 (eBook) DOI 10.1007/978-3-319-09946-0 Springer Cham Heidelberg New York Dordrecht London Library of Congress Control Number: 2014956190 © Springer International Publishing Switzerland 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Acknowledgements
Financial Econometrics and Empirical Market Microstructure edition is a collection of research papers emerged as an outcome of the Perm Winter School conferences. Perm Winter School takes place in Perm (Russia) and focuses on advanced issues of risk management and financial markets modeling. The school is organized by Prognoz and Perm State University and endorsed by Professional Risk Managers’ International Association (PRMIA). Every winter it brings together leading experts from academia and industry professionals in a 3-day program covering l
Data Loading...
