High-frequency financial econometrics
Year of publication: |
[2014]
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Jacod, Jean |
Publisher: |
Princeton, New Jersey : Princeton Universtity Press |
Subject: | Finanzmarktökonometrie | Financial econometrics | Elektronisches Handelssystem | Electronic trading | Finanzmathematik | Ökonometrisches Modell | Wertpapierhandelssystem | Finanzwirtschaft | Ökonometrie |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
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High-Frequency Financial Econometrics
Ait-Sahalia, Yacine, (2014)
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Peitz, Christian, (2016)
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Recent developments in quantitative finance : an overview
Chang, Chia-Lin, (2014)
- More ...
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Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Aït-Sahalia, Yacine, (2012)
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Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine, (2012)
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From Diffusions to Semimartingales
Aït-Sahalia, Yacine,
- More ...