High Frequency Financial Econometrics Recent Developments /

High Frequency Financial Econometrics Recent Developments /

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 microstructure deal wit...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Bauwens, Luc (Editor), Pohlmeier, Winfried (Editor), Veredas, David (Editor)
Format: Electronic eBook
Language:English
Published: Heidelberg : Physica-Verlag HD, 2008.
Series:Studies in Empirical Economics
Subjects:
Finance.
Economics, Mathematical.
Statistics.
Econometrics.
Macroeconomics.
Economics.
Macroeconomics/Monetary Economics//Financial Economics.
Quantitative Finance.
Finance, general.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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Call Number: 330.01 BAU
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