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Econometrics of Financial High-Frequency Data Nikolaus Hautsch 2012 edition
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Econometrics of Financial High-Frequency Data
Nikolaus Hautsch
This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models.
374 pages, 40 black & white tables, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 29. novembra 2013 |
| ISBN13 | 9783642427725 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 374 |
| Dimenzije | 155 × 235 × 20 mm · 539 g |
| Jezik | Angleščina |
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