Handbook of modeling high-frequency data in finance /

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex ada...

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Bibliographic Details

Other Authors:	Florescu, Ionuţ, 1973-, Mariani, Maria C., Viens, Frederi G., 1969-
Format:	eBook
Language:	English
Published:	Hoboken, NJ : Wiley, 2012.
Series:	Wiley online library.
Subjects:	Finance > Econometric models. Electronic books.
Online Access:	Connect to the full text of this electronic book