Similar Search Results

High frequency financial econometrics. Recent developments

Veredas, David; Pohlmeier, Winfried; Bauwens, Luc - Solvay Brussels School of Economics and Management, … - 2007

Persistent link: https://www.econbiz.de/10010600868

High frequency finance

Veredas, David; Bauwens, Luc; Pohlmeier, Winfried - Solvay Brussels School of Economics and Management, … - 2005

Persistent link: https://www.econbiz.de/10010600871

A comparison of financial duration models via density forecast

Veredas, David; Bauwens, Luc; Giot, Pierre; Grammig, Joachim - Solvay Brussels School of Economics and Management, … - 2004

Persistent link: https://www.econbiz.de/10010600873

Editor's introduction

Bauwens, Luc; Pohlmeier, Winfried; Veredas, David - 2006

Persistent link: https://www.econbiz.de/10009471842

High frequency financial econometrics : recent developments

Pohlmeier, Winfried; Bauwens, Luc; Veredas, David - 2008

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal...

Persistent link: https://www.econbiz.de/10009471866