Econometrics of Financial High-Frequency Data
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an incr...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
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| Edition: | 1st ed. 2012. |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-642-21925-2 |
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