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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2013年11月29日 |
| ISBN13 | 9783642427725 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 374 |
| 寸法 | 155 × 235 × 20 mm · 539 g |
| 言語 | 英語 |
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