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High Frequency Financial Econometrics: Recent Developments (Repost)

Posted By: step778
High Frequency Financial Econometrics: Recent Developments (Repost)

Luc Bauwens, Winfried Pohlmeier, David Veredas, "High Frequency Financial Econometrics: Recent Developments"
2007 | pages: 318 | ISBN: 3790819913 | PDF | 3,9 mb

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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