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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2008.
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| Edición: | 1st ed. 2008. |
| Colección: | Studies in Empirical Economics,
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| Temas: | |
| Acceso en línea: | Texto Completo |