Econometrics of Financial High-Frequency Data

Econometrics of Financial High-Frequency Data

by NikolausHautsch (Author)

Synopsis

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.

$204.32

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 373
Edition: 1st Edition.
Publisher: Springer
Published: 12 Oct 2011

ISBN 10: 3642219241
ISBN 13: 9783642219245