Cargando…
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>
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2011
|
| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2024473 |
| _version_ | 1780947152942399488 |
|---|---|
| author | Hautsch, Nikolaus |
| author_facet | Hautsch, Nikolaus |
| author_sort | Hautsch, Nikolaus |
| collection | CERN |
| description | 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> |
| id | cern-2024473 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2011 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-20244732021-04-21T20:11:35Zhttp://cds.cern.ch/record/2024473engHautsch, NikolausEconometrics of financial high-frequency dataMathematical Physics and MathematicsThis 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>Springeroai:cds.cern.ch:20244732011 |
| spellingShingle | Mathematical Physics and Mathematics Hautsch, Nikolaus Econometrics of financial high-frequency data |
| title | Econometrics of financial high-frequency data |
| title_full | Econometrics of financial high-frequency data |
| title_fullStr | Econometrics of financial high-frequency data |
| title_full_unstemmed | Econometrics of financial high-frequency data |
| title_short | Econometrics of financial high-frequency data |
| title_sort | econometrics of financial high-frequency data |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/2024473 |
| work_keys_str_mv | AT hautschnikolaus econometricsoffinancialhighfrequencydata |