Cover Image

QR Code

Econometrics of Financial High-Frequency Data

Saved in:

Bibliographic Details
Main Author:	Hautsch, Nikolaus
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
Subjects:	Economics. Finance. Econometrics. Economics/Management Science. Financial Economics. Quantitative Finance.
Online Access:	http://dx.doi.org/10.1007/978-3-642-21925-2
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

High Frequency Financial Econometrics Recent Developments /
by: Bauwens, Luc
Published: (2008)

Term Structure Modeling and Estimation in a State Space Framework
by: Lemke, Wolfgang
Published: (2006)

Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
by: Ardia, David
Published: (2008)

Econometric Analysis of Count Data
by: Winkelmann, Rainer
Published: (2008)

Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
by: Vialar, Thierry
Published: (2009)

Modern Econometric Analysis Surveys on Recent Developments /
by: Hbler, Olaf
Published: (2006)

The Econometrics of Panel Data Fundamentals and Recent Developments in Theory and Practice /
by: Mtys, Lszl
Published: (2008)

Mathematical and Statistical Methods in Insurance and Finance
by: Perna, Cira
Published: (2008)

Solutions Manual for Econometrics
by: Baltagi, Badi H.
Published: (2010)

Productivity, Efficiency, and Economic Growth in the Asia-Pacific Region
by: Lee, Jeong-Dong
Published: (2009)

Spatial Econometrics Methods and Applications /
by: Arbia, Giuseppe
Published: (2009)

The Practice of Econometric Theory An Examination of the Characteristics of Econometric Computation /
by: Renfro, Charles G.
Published: (2009)

Introduction to Modern Time Series Analysis
by: Kirchgssner, Gebhard
Published: (2007)

Econometrics
by: Baltagi, Badi H.
Published: (2008)

Econometrics
by: Baltagi, Badi H.
Published: (2011)

Analysis of Microdata
by: Winkelmann, Rainer
Published: (2006)

Inequality, Polarization and Poverty Advances in Distributional Analysis /
by: Chakravarty, Satya R.
Published: (2009)

Ifo Survey Data in Business Cycle and Monetary Policy Analysis
by: Sturm, Jan-Egbert
Published: (2005)

Macroeconomic Patterns and Stories
by: Leamer, Edward E.
Published: (2009)

Modeling Income Distributions and Lorenz Curves
by: Chotikapanich, Duangkamon
Published: (2008)

Forecasting Innovations Methods for Predicting Numbers of Patent Filings /
by: Hingley, Peter
Published: (2006)

Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
by: Faliva, Mario
Published: (2009)

Topics in Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
by: Faliva, Mario
Published: (2006)

Complex Systems in Finance and Econometrics
by: Meyers, Robert A.
Published: (2011)

Poverty, Inequality and Development Essays in Honor of Erik Thorbecke /
by: Janvry, Alain
Published: (2006)

Econometric forecasting and high-frequency data analysis
Published: (2008)

Financial Economics A Concise Introduction to Classical and Behavioral Finance /
by: Hens, Thorsten
Published: (2010)

Handbook of Quantitative Finance and Risk Management
by: Lee, Cheng-Few
Published: (2010)

A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
by: Genser, Michael
Published: (2006)

The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
by: Engelmann, Bernd
Published: (2006)

Applied Econometrics with R
by: Kleiber, Christian
Published: (2008)

Optimisation, Econometric and Financial Analysis
by: Kontoghiorghes, Erricos John
Published: (2007)

Bubbles and Crashes in Experimental Asset Markets
by: Palan, Stefan
Published: (2009)

Handbook of Portfolio Construction
by: Guerard, John B.
Published: (2010)

Market-Conform Valuation of Options
by: Herwig, Tobias
Published: (2006)

Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
by: Bouziane, Markus
Published: (2008)

Risk Management in Credit Portfolios Concentration Risk and Basel II /
by: Hibbeln, Martin
Published: (2010)

Strategic Trading in Illiquid Markets
by: Mnch, Burkart
Published: (2005)

Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
by: Repplinger, Detlef
Published: (2008)

Option Pricing in Fractional Brownian Markets
by: Rostek, Stefan
Published: (2009)