between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … work he has published outstanding, original articles on econometrics and statistics. To give an ex­ ample, it is his …

cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market …This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse …