analyze jump processes.Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side …

management business and include the necessary background material in probability, statistics, and econometrics to make the book … QUANTITATIVE EQUITY MANAGEMENT -- LOOKING AHEAD FOR QUANTITATIVE EQUITY INVESTING -- Chapter 2: Financial Econometrics I: Linear … TREES -- SUMMARY -- Chapter 3: Financial Econometrics II: Time Series -- STOCHASTIC PROCESSES -- TIME SERIES -- STABLE …