by NikolausHautsch (Author)
This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications.
Format: Hardcover
Pages: 373
Edition: 1st Edition.
Publisher: Springer
Published: 12 Oct 2011
ISBN 10: 3642219241
ISBN 13: 9783642219245