High Frequency Financial Econometrics

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High Frequency Financial Econometrics by Bauwens, Luc; Pohlmeier, Winfried; Veredas, David, 9783790825404
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  • ISBN: 9783790825404 | 3790825409
  • Cover: Paperback
  • Copyright: 12/4/2007

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    $77.22
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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