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Business/Investing High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

Posted on 2010-03-16




Name:Business/Investing High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)
ASIN/ISBN:3790819913
Language:English
Pages:312
File size:16 Mb
   Business/Investing High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market mic . . .
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