ENGLISH

Financial Econometrics and Empirical Market Microstructure

By Sergey Ivliev , Anil K. Bera , Fabrizio Lillo (eds.)

Book information

Publisher
Springer International Publishing
Year
2015
ISBN
978-3-319-09945-3, 978-3-319-09946-0
DOI
10.1007/978-3-319-09946-0
Language
english
Format
PDF
Filesize
9 MB (8935196 bytes)
Edition
1
Pages
284\282
Time added
2015-02-17 02:00:00
Finance/Investment/Banking; Econometrics; Quantita

Description

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-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis. ​

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