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Item Details
| Title:
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HIGH FREQUENCY FINANCIAL ECONOMETRICS
RECENT DEVELOPMENTS |
| By: |
Luc Bauwens (Editor), Winfried Pohlmeier (Editor), David Veredas (Editor) |
| Format: |
Hardback |
| List price:
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£129.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3790819913 |
| ISBN 13: |
9783790819915 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
26 October, 2007 |
| Series: |
Studies in Empirical Economics |
| Pages: |
312 |
| Description: |
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this title presents developments in high frequency financial econometrics. It coves topics including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. |
| Synopsis: |
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. |
| Illustrations: |
64 Tables, black and white; VI, 312 p. |
| Publication: |
Germany |
| Imprint: |
Physica-Verlag GmbH & Co |
| Returns: |
Returnable |
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