Related Books
Language: en
Pages: 196
Pages: 196
Type: BOOK - Published: 2021-08-31 - Publisher: MDPI
Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequen
Language: en
Pages: 196
Pages: 196
Type: BOOK - Published: 2021 - Publisher:
Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequen
Language: en
Pages: 684
Pages: 684
Type: BOOK - Published: 2014-07-21 - Publisher: Princeton University Press
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based
Language: en
Pages: 468
Pages: 468
Type: BOOK - Published: 2011-12-20 - Publisher: John Wiley & Sons
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allow
Language: en
Pages: 301
Pages: 301
Type: BOOK - Published: 2016-04-29 - Publisher: Springer
The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate.