Financial econometrics

special issue editor Yiu-Kuen Tse

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.

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Year of publication:	[2019]
Other Persons:	Tse, Yiu Kuen (ed.)
Publisher:	Basel : MDPI
Subject:	Theorie \| Theory \| Finanzmarkt \| Financial market \| Ökonometrisches Modell \| Econometric model \| Finanzmarktökonometrie \| Financial econometrics \| Zeitreihenanalyse \| Time series analysis \| Stochastischer Prozess \| Stochastic process \| Ökonometrie \| Econometrics \| Statistischer Test \| Statistical test

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Extent:	1 Online-Ressource (circa 138 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Erscheint auch als Druck-Ausgabe "This is a reprint of articles from the Special Issue published online in the open access journal Journal of Risk and Financial Management (ISSN 1911-8074) from 2018 to 2019 (available at: https://www.mdpi.com/journal/jrfm/special issues/financial econometrics)" - Rückseite der bevorzugten Informationsquelle
ISBN:	978-3-03921-627-7 ; 978-3-03921-626-0
Other identifiers:	10.3390/books978-3-03921-627-7 [DOI] hdl:10419/206787 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

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