Editors:
- Includes supplementary material: sn.pub/extras
Part of the book series: Studies in Empirical Economics (STUDEMP)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (13 chapters)
-
Front Matter
About this book
Editors and Affiliations
-
CORE, Voie du Roman Pays, Louvain-la-Neuve, Belgium
Luc Bauwens
-
Department of Economics, University of Konstanz, Konstanz, Germany
Winfried Pohlmeier
-
ECARES, Université Libre des Bruxelles, Brussels, Belgium
David Veredas
Bibliographic Information
Book Title: High Frequency Financial Econometrics
Book Subtitle: Recent Developments
Editors: Luc Bauwens, Winfried Pohlmeier, David Veredas
Series Title: Studies in Empirical Economics
DOI: https://doi.org/10.1007/978-3-7908-1992-2
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Physica-Verlag Heidelberg 2008
Hardcover ISBN: 978-3-7908-1991-5
Softcover ISBN: 978-3-7908-2540-4
eBook ISBN: 978-3-7908-1992-2
Series ISSN: 1431-8830
Series E-ISSN: 2196-8950
Edition Number: 1
Number of Pages: VI, 312
Additional Information: Parts of the papers have been first published in "Empirical Economics", Vol. 30, No. 4, 2006
Topics: Econometrics, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance, Finance, general, Statistics for Business, Management, Economics, Finance, Insurance