2019947
9783540211341
From the reviews of the first edition: "This book regards financial point processes. a? Valuable risk and liquidity measures are constructed by defining financial events in terms of price and /or the volume process. Several applications are illustrated." (Klaus Ehemann, Zentralblatt MATH, Vol. 1081, 2006)Hautsch, Nikolaus is the author of 'Modelling Irregularly Spaced Financial Data Theory & Practice Of Dynamic Duration Models', published 2004 under ISBN 9783540211341 and ISBN 3540211349.
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