Financial econometrics and empirical market microstructure /

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Bibliographic Details
Imprint:	Cham : Springer, [2015] ©2015
Description:	1 online resource
Language:	English
Subject:	Finance -- Mathematical models. Stock exchanges -- Mathematical models. Investments -- Mathematical models. Microfinance. Econometrics. Economics. Finance -- Econometric models. Finance. BUSINESS & ECONOMICS -- Finance. Finance -- Mathematical models. Investments -- Mathematical models. Microfinance. Stock exchanges -- Mathematical models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11089702

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Other authors / contributors:	Bera, Anil K., editor. Ivliev, Sergey, editor. Lillo, Fabrizio, editor.
ISBN:	9783319099460 3319099469 3319099450 9783319099453 9783319099453
Notes:	Includes bibliographical references. Online resource; title from PDF title page (Ebsco, viewed November 20, 2014).
Summary:	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.
Other form:	Printed edition: 9783319099453
Standard no.:	10.1007/978-3-319-09946-0

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