Econometrics of Financial High-Frequency Data - Nikolaus Hautsch - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642427725 - November 29, 2013
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Nikolaus Hautsch
Econometrics of Financial High-Frequency Data 2012 edition

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This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models.

374 pages, 40 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 29, 2013
ISBN13 9783642427725
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 374
Dimensions 155 × 235 × 20 mm   ·   539 g
Language English  

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