High frequency financial econometrics
Subtitle: recent developments
By: Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.).
Contributors: Bauwens, Luc, 1952-; Pohlmeier, Winfried.; Veredas, David.
Series: Studies in empirical economics
Publisher: Springer
Published: 2008
Place of publication: New York
Language: eng
Number of pages: 312
ISBN-13: 9783790819915
Subjects: Finance -- Econometric models; Econometrics; Foreign exchange rates -- Econometric models
Notes: Includes bibliographical references.