Econometrics of financial high-frequency data
Nikolaus Hautsch
| Alternative title: | Modelling irregularly spaced financial data : theory and practice of dynamic duration models |
|---|---|
| Year of publication: |
[2012]
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| Authors: | Hautsch, Nikolaus |
| Publisher: |
Berlin : Springer |
| Subject: | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Börsenhandel | Volatilität |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
Erscheint auch als (Online-Ausgabe):
Hautsch, Nikolaus *1972-*. Econometrics of Financial High-Frequency Data. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2012. - Online-Ressource (XIII, 373p, digital)
Persistent link: https://www.econbiz.de/10009382830