High frequency financial econometrics : recent developments

• مؤلفون آخرون: Bauwens, Luc
• التنسيق: كتاب
• اللغة: English
• منشور في: Springer 2017
• الموضوعات: Finance > Econometric models; Econometrics; Foreign exchange rates > Econometric models
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/29295

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...