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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...
| Cote: | Libro Electrónico |
|---|---|
| Collectivité auteur: | |
| Autres auteurs: | , , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2008.
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| Édition: | 1st ed. 2008. |
| Collection: | Studies in Empirical Economics,
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| Sujets: | |
| Accès en ligne: | Texto Completo |