High Frequency Financial Econometrics: Recent Developments
Author:   Luc Bauwens (Universit?? Catholique de Louvain) ,  Luc Bauwens (Universit?? Catholique de Louvain) ,  Winfried Pohlmeier ,  David Veredas
Publisher:   Physica-Verlag HD
ISBN:  

9781281167774


Pages:   310
Publication Date:   01 January 2008
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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High Frequency Financial Econometrics: Recent Developments


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Overview

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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Author:   Luc Bauwens (Universit?? Catholique de Louvain) ,  Luc Bauwens (Universit?? Catholique de Louvain) ,  Winfried Pohlmeier ,  David Veredas
Publisher:   Physica-Verlag HD
Imprint:   Physica-Verlag HD
ISBN:  

9781281167774


ISBN 10:   1281167770
Pages:   310
Publication Date:   01 January 2008
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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