This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex...

Einf(c)ơhrung -- Mehrdimensionale Zufallsvariablen und Verteilungen -- Grundlegende multivariate Sch(c)Þtz- und Testprobleme -- Regressionsanalyse -- Varianz- und Kovarianzanalyse -- Kategoriale und generalisierte lineare Regression -- Regressionsmodelle zur Analyse von Verweildauern --...

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and...