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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
2012.
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| Colección: | Springer eBooks.
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| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b36248022*spi |
