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
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Bauwens, Luc (Editor), Pohlmeier, Winfried (Editor), Veredas, David (Editor)
Format: Electronic eBook
Language:Inglés
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2008.
Edition:1st ed. 2008.
Series:Studies in Empirical Economics,
Subjects:
Econometrics.
Macroeconomics.
Social sciences-Mathematics.
Finance.
Statistics .
Macroeconomics and Monetary Economics.
Mathematics in Business, Economics and Finance.
Financial Economics.
Statistics in Business, Management, Economics, Finance, Insurance.
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