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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...

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Corporate Author: SpringerLink (Online service)
Other Authors: Bauwens, Luc. (Editor, http://id.loc.gov/vocabulary/relators/edt), Pohlmeier, Winfried. (Editor, http://id.loc.gov/vocabulary/relators/edt), Veredas, David. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2008.
Edition:1st ed. 2008.
Series:Studies in Empirical Economics,
Subjects:
Econometrics.
Macroeconomics.
Economics, Mathematical .
Finance.
Statistics .
Macroeconomics/Monetary Economics//Financial Economics.
Quantitative Finance.
Finance, general.
Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:https://doi.org/10.1007/978-3-7908-1992-2

Internet

https://doi.org/10.1007/978-3-7908-1992-2

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