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.
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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.
Imprint | Physica-Verlag |
Country of origin | Germany |
Series | Studies in Empirical Economics |
Release date | October 2010 |
Availability | Expected to ship within 10 - 15 working days |
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 |
Barcode | 9783790825404 |
Categories | |
LSN | 3-7908-2540-9 |