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:XXIV, 659 pagina's : : illustraties ; : 24 cm

Edition Identifiers

  • ISBN:9780691161433, 0691161437
  • oclc:ocn893043522
  • LC Classification:HG106
  • Dewey Decimal:332.01/5195

Subjects

Econometrics Économétrie Finance -- Econometric models Finances -- Modèles économétriques Money market. Capital market

Writers

Aït-Sahalia, Yacine Jacod, Jean

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Files & Downloads

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

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