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Focusing on high-frequency econometrics, this book explores various methodologies and their practical implementations. It delves into the unique characteristics of high-frequency data, examines relevant institutional contexts, and presents real-world applications. The insights provided aim to enhance understanding of the complexities involved in analyzing high-frequency financial data.
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Econometrics of Financial High-Frequency Data, Nikolaus Hautsch
- Language
- Released
- 2011
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- (Hardcover)
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- Title
- Econometrics of Financial High-Frequency Data
- Language
- English
- Authors
- Nikolaus Hautsch
- Publisher
- Springer Berlin Heidelberg
- Released
- 2011
- Format
- Hardcover
- Pages
- 388
- ISBN13
- 9783642219245
- Category
- Business and Economics, Mathematics
- Description
- Focusing on high-frequency econometrics, this book explores various methodologies and their practical implementations. It delves into the unique characteristics of high-frequency data, examines relevant institutional contexts, and presents real-world applications. The insights provided aim to enhance understanding of the complexities involved in analyzing high-frequency financial data.