High frequency financial econometrics : recent developments

Author(s)

• Bauwens, Luc
• Pohlmeier, Winfried
• Veredas, David

Bibliographic Information

High frequency financial econometrics : recent developments

Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.)

（Studies in empirical economics）

Physica-Verlag, c2008

Note

"Parts of the papers have been first published in 'Empirical economics,' vol. 30, no. 4, 2006."--T.p. verso

Includes bibliographical references

Details

• NCID: BA84112022
• ISBN:
  • 9783790819915
• LCCN: 2007933836
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: vi, 312 p.
• Size: 24 cm
• Classification:
  • LCC : HB
• Subject Headings:
  • LCSH : Finance -- Econometric models
  • LCSH : Econometrics
  • LCSH : Foreign exchange rates -- Econometric models
• Parent Bibliography ID:
  • BA07040346