Studies in Empirical Economics

ISBN: 9783790825404

$179.00 $152.15

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.

Title:
Studies in Empirical Economics
ISBN-13:
9783790825404
Author:
Publisher:
Physica-Verlag HD
Published Date:
20101019
Edition:
1
Binding
Paperback / softback
Pages:
312
Language:
English
Product Dim.:
9.25 H x 6.10 W (inches)

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