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    Empirical Market Microstructure: The Institutions, Economics, and Econometrics

    • Item No : 167543297872
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : loveourprices2
    • Current Bid : US $78.37

    • * Item Description

    • A much greater number, though, will be trying to accomplish trades that help diversify, hedge or reallocate a portfolio. Trading is not, for these agents, their primary economic purpose. The book discusses the application of univariate ARMA analysis to trade prices, vector autoregressions to price and order.
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