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Type: BOOK - Published: 2021-08-31 - Publisher: MDPI

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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
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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
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A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based
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CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allow
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The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate.