Three Essays on the Econometric Analysis of High Frequency Financial Data

Three Essays on the Econometric Analysis of High Frequency Financial Data
Author :
Publisher :
Total Pages : 101
Release :
ISBN-10 : OCLC:535405429
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Three Essays on the Econometric Analysis of High Frequency Financial Data by : Roel C. A. Oomen

Download or read book Three Essays on the Econometric Analysis of High Frequency Financial Data written by Roel C. A. Oomen and published by . This book was released on 2003 with total page 101 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometr