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High Frequency Financial Econometrics

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Language EnglishEnglish
Book Hardback
Book High Frequency Financial Econometrics Luc Bauwens
Libristo code: 01738028
Shedding light on some of the most pressing open questions in the analysis of high frequency data, t... Full description
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114.93 €
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Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

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About the book

Full name High Frequency Financial Econometrics
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 312
EAN 9783790819915
ISBN 3790819913
Libristo code 01738028
Weight 606
Dimensions 242 x 159 x 23
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