High-frequency financial econometrics

Author(s)

• Aït-Sahalia, Yacine
• Jacod, Jean

Bibliographic Information

High-frequency financial econometrics

Yacine Aït-Sahalia and Jean Jacod

Princeton University Press, c2014

• : hardback

Note

Includes bibliographical references (p. 633-656) and index

Details

• NCID: BB15819338
• ISBN:
  • 9780691161433
• LCCN: 2013045702
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton
• Pages/Volumes: xxiv, 659 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/5195
• Subject Headings:
  • LCSH : Finance -- Econometric models
  • LCSH : Econometrics