High frequency financial econometrics : recent developments ; with 64 tables
Year of publication: |
2008
|
---|---|
Other Persons: | Bauwens, Luc (contributor) |
Publisher: |
Heidelberg [u.a.] : Physica-Verl. |
Subject: | Ökonometrie | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
-
Symposium on Microeconomic Methods
(1998)
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Wansbeek, Tom, (1999)
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Econometrics in theory and practice : festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert, (1998)
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Modelling Financial High Frequency Data Using Point Processes
Bauwens, Luc, (2007)
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fficient Importance Sampling For ML Estimation of SCD Models
Bauwens, Luc, (2007)
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The contribution of realized covariance models to the economic value of volatility timing
Bauwens, Luc, (2023)
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