Handbook of Modeling High-Frequency Data in Finance /

• Corporate Author: Wiley InterScience (Online service)
• Other Authors: Viens, Frederi G., Mariani, Maria C., Florescu, Ionut
• Format: eBook
• Language: English
• Published: Hoboken, NJ : Wiley, 2012.
• Subjects: Finance > Econometric models.; Electronic books.

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex ada...