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Econometrics of Financial High-Frequency Data

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Pages
388 pages
Reading time
14 hours

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Focusing on high-frequency econometrics, this book delves into various methodologies and their practical implementation. It offers insights into the characteristics of high-frequency data and the relevant institutional contexts, while also showcasing real-world applications.

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Econometrics of Financial High-Frequency Data, Nikolaus Hautsch

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Released
2013
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(Paperback)
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