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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| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/29295 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |