Work

Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch

Year: 2013

Type: article

Abstract: Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch, Springer (2011). ISBN 978-3642219245.Nikolaus Hautsch extends and updates his earlier book on econometric models for financial tr...

Source: Quantitative Finance

DOI: 10.1080/14697688.2012.745772

Author: Terrence Hendershott

Institution: University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2038109281

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