High-frequency financial econometrics

High-frequency financial econometrics

by Aït-Sahalia, Yacine

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Title Statements

  • Full title :High-frequency financial econometrics / Yacine Aït-Sahalia and Jean Jacod.

Edition Statements

  • Publication Date:2014

Publication Statements

The Physical Object

  • Description:1 ressource en ligne (684 pages)

Edition Identifiers

  • ISBN:9781400850327, 1400850320, 9781306805490, 130680549X, 0691161437, 9780691161433
  • oclc:ocn921870476
  • LC Classification:HG106
  • Dewey Decimal:332.01

Subjects

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

Writers

Aït-Sahalia, Yacine Jacod, Jean

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