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Veredas, David

Libros de: Veredas, David

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  • High Frequency Financial Econometrics: Recent Developments.

    High Frequency Financial Econometrics: Recent Developments.

    Bauwens, Luc Pohlmeier, Winfried Veredas, David

    Physica Verlag (2007)

    valoración

    • EAN: 9783790819915
    • Páginas: 312
    • Fecha de edición: 2007

    pvp.163,75 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...