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High Frequency Financial Econometrics - Recent Developments (Hardcover, 2008 ed.) Loot Price: R2,971
Discovery Miles 29 710
High Frequency Financial Econometrics - Recent Developments (Hardcover, 2008 ed.): Luc Bauwens, Winfried Pohlmeier, David...

High Frequency Financial Econometrics - Recent Developments (Hardcover, 2008 ed.)

Luc Bauwens, Winfried Pohlmeier, David Veredas

Series: Studies in Empirical Economics

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Loot Price R2,971 Discovery Miles 29 710 | Repayment Terms: R278 pm x 12*

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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.

General

Imprint: Physica-Verlag
Country of origin: Germany
Series: Studies in Empirical Economics
Release date: October 2007
First published: 2008
Editors: Luc Bauwens • Winfried Pohlmeier • David Veredas
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Hardcover
Pages: 312
Edition: 2008 ed.
ISBN-13: 978-3-7908-1991-5
Categories: Books > Business & Economics > Economics > Econometrics > General
LSN: 3-7908-1991-3
Barcode: 9783790819915

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