Financial Econometrics and Empirical Market Microstructure

• Corporate Author: SpringerLink (Online service)
• Other Authors: Bera, Anil K. (Editor), Ivliev, Sergey (Editor), Lillo, Fabrizio (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Subjects: Finance.; Economics, Mathematical.; Statistics.; Econometrics.; Macroeconomics.; Finance, general.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.

In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agen...