High frequency financial econometrics : recent developments
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal wit...
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| 格式: | 圖書 |
| 語言: | English |
| 出版: |
Springer
2017
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| 主題: | |
| 在線閱讀: | http://repository.vnu.edu.vn/handle/VNU_123/29295 |
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