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Econometrics of Financial High-Frequency Data Nikolaus Hautsch 2012 edition
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Econometrics of Financial High-Frequency Data
Nikolaus Hautsch
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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2011. gada 12. oktobris |
| ISBN13 | 9783642219245 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 374 |
| Izmēri | 243 × 165 × 26 mm · 716 g |
| Valoda | Angļu |
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