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Econometrics of financial high-frequency data
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.<br>
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| Lenguaje: | eng |
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Springer
2011
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| Acceso en línea: | http://cds.cern.ch/record/2024473 |
| Sumario: | 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.<br> |
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