[share_ebook] High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

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• ISBN: 3790819913
• Pages: 312

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market mic . . .

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