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.
- ISBN:
- 9783790819915
- 9783790819915
-
Category:
- Econometrics
- Format:
- Hardback
- Publication Date:
-
26-10-2007
- Language:
- English
- Publisher:
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Country of origin:
- Germany
- Pages:
- 312
- Dimensions (mm):
- 235x155x19mm
- Weight:
- 1.38kg
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