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High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

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 | #7692265 in Books |  2010-12-01 | Original language:English | PDF # 1 |  9.25 x.73 x6.10l,.99 | File type: PDF | 312 pages

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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.



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