Empirische Marktmikrostruktur: Institutionen, Wirtschaft und Ökonometrie
84,03 €
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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