Contents: Introduction to the handbook of research methods and applications in empirical microeconomics / Nigar Hashimzade and Michael A. Thornton -- Part I: Econometric methods in microeconomics -- 1. Linear dynamic panel data models / Ryo Okui -- 2. Spatial autoregressive nonlinear models in r...

The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts...

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...