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From Diffusions to Semimartingales
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been...
Persistent link: https://www.econbiz.de/10011082748
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Preface
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been...
Persistent link: https://www.econbiz.de/10011082751
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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been...
Persistent link: https://www.econbiz.de/10011082768
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Introduction to Structural Macroeconometrics
DeJong, David N.; Dave, Chetan - Princeton University Press
a rich array of implementation algorithms, sample empirical applications, and supporting computer code. <i …
Persistent link: https://www.econbiz.de/10005797555
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Implementing Nonlinear Appoximations Empirically, from <i>Structural Macroeconometrics</i>
DeJong, David N.; Dave, Chetan - Princeton University Press
a rich array of implementation algorithms, sample empirical applications, and supporting computer code. <i …
Persistent link: https://www.econbiz.de/10005200621