From Diffusions to Semimartingales
Alternative title: | High-Frequency Financial Econometrics |
---|---|
Authors: | Aït-Sahalia, Yacine ; Jacod, Jean |
Institutions: | Princeton University Press |
Subject: | high-frequency | trading | algorithm | computer | compuerized | stocks | milliseconds | statistics | econometric | analyze | finance | financial | data | technology | technological | strategies | emerging | tools | analysis | mathematics | stochastic | asymptotic | estimation | volatility | model | microstructure | jump |
-
Aït-Sahalia, Yacine,
-
High-Frequency Financial Econometrics
Aït-Sahalia, Yacine,
-
Currency risk : comovements and intraday cojumps
Lahaye, Jérôme, (2016)
- More ...
-
Aït-Sahalia, Yacine,
-
High-Frequency Financial Econometrics
Aït-Sahalia, Yacine,
-
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Aït-Sahalia, Yacine, (2012)
- More ...