High frequency financial econometrics : recent developments
Year of publication: |
2008
|
---|---|
Authors: | Pohlmeier, Winfried ; Bauwens, Luc ; Veredas, David |
Publisher: |
Universität Konstanz / Fachbereich Wirtschaftswissenschaften. Fachbereich Wirtschaftswissenschaften |
Subject: | Econometrics | High Frequency Finance | Liquidity | Market Microstructure | Volatility |
Type of publication: | Book / Working Paper |
---|---|
Language: | English |
Notes: | Publ. as: High Frequency Financial Econometrics. Recent Developments / Winfried Pohlmeier, Luc Bauwens, David Veredas. Heidelberg: Physica-Verl., 2008, ISBN: 978-3-7908-1991-5 |
Source: | BASE |
-
Invariance in buy-sell switching points
Bae, Kyoung-hun, (2020)
-
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian, (2023)
-
Shakeel, Moonis, (2020)
- More ...
-
Bauwens, Luc, (2006)
-
High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc, (2008)
-
Bauwens, Luc, (2005)
- More ...