High-frequency financial econometrics

High-frequency financial econometrics

by Aït-Sahalia, Yacine

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Title Statements

  • Full title :High-frequency financial econometrics.

Edition Statements

  • Publication Date:2014.

Publication Statements

Edition Identifiers

  • ISBN:9780691161433, 0691161437
  • oclc:ocn874031987
  • LC Classification:HG106
  • Dewey Decimal:332.01/5195

Subjects

Econometrics Économétrie Finance -- Econometric models Finances -- Modèles économétriques

Writers

Aït-Sahalia, Yacine

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Files & Downloads

  • High-Frequency Financial Econometrics -- (.pdf)

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