High frequency financial econometrics : recent developments

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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書目詳細資料
其他作者:	Bauwens, Luc
格式:	圖書
語言:	English
出版:	Springer 2017
主題:	Finance > Econometric models Econometrics Foreign exchange rates > Econometric models
在線閱讀:	http://repository.vnu.edu.vn/handle/VNU_123/29295
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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