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Anglický jazyk
High Frequency Financial Econometrics
Autor: Luc Bauwens
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure,... Viac o knihe
Na objednávku
96.79 €
bežná cena: 109.99 €
O knihe
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.
- Vydavateľstvo: Physica-Verlag HD
- Rok vydania: 2010
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9783790825404
