microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of … volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order …: the study of the impact of information arrival on exchange rate volatility and the uncovering of chartist patterns in the …

research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …