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High Frequency Financial Econometrics - Recent Developments (Paperback, Softcover reprint of hardcover 1st ed. 2008) Loot Price: R2,796
Discovery Miles 27 960
Repayment Terms: R262 pm x 12*
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High Frequency Financial Econometrics - Recent Developments (Paperback, Softcover reprint of hardcover 1st ed. 2008): Luc...

High Frequency Financial Econometrics - Recent Developments (Paperback, Softcover reprint of hardcover 1st ed. 2008)

Luc Bauwens, Winfried Pohlmeier, David Veredas

Series: Studies in Empirical Economics

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Loot Price R2,796 Discovery Miles 27 960 | Repayment Terms: R262 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 2010
First published: 2008
Editors: Luc Bauwens • Winfried Pohlmeier • David Veredas
Dimensions: 235 x 155 x 17mm (L x W x T)
Format: Paperback
Pages: 312
Edition: Softcover reprint of hardcover 1st ed. 2008
ISBN-13: 978-3-7908-2540-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
LSN: 3-7908-2540-9
Barcode: 9783790825404

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