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Three Essays on the Econometric Analysis of High Frequency Financial Data
Language: en
Pages: 101
Authors: Roel C. A. Oomen
Categories: Macroeconomics
Type: BOOK - Published: 2003 - Publisher:

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Three Essays on High Frequency Financial Econometrics and Individual Trading Behavior
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Essays on High Frequency Financial Econometrics
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"It has long been demonstrated that continuous-time methods are powerful tools in financial modeling. Yet only in recent years, their counterparts in empirical
Essays on High Frequency Financial Econometrics
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Econometrics of Financial High-Frequency Data
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Authors: Nikolaus Hautsch
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Type: BOOK - Published: 2011-10-12 - Publisher: Springer Science & Business Media

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The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometr