Econometrics of financial high-frequency data

Econometrics of financial high-frequency data

by Hautsch, Nikolaus

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Title Statements

  • Full title :Econometrics of financial high-frequency data / Nikolaus Hautsch

Edition Statements

  • Publication Date:2012

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:2012

The Physical Object

  • Description:XIII, 371 S. : graph. Darst. : 25 cm

Edition Identifiers

  • ISBN:9783642219245, 9783642427725, 3642427723, 3642219241
  • oclc:ocn769014485
  • Dewey Decimal:332.64015195

Subjects

(Keywords)Financial Point Processes (Keywords)High-Frequency Econometrics (Keywords)High-Frequency Volatility (Keywords)Liquidity Dynamics (Keywords)Market Microstructure Analysis (Produktform)Hardback (Zielgruppe)Research Econometrics Économétrie Economics Économie politique finance Finances Hochfrequenzhandel Hochschulschrift Kreditmarkt Ökonometrisches Modell Volatilität

Writers

Hautsch, Nikolaus

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