Financial Econometrics

• Author: Tse, Yiu-Kuen
• Year of Publication: 2019
• Idioma: English
• Descrición Física: 1 electronic resource (136 p.)

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 re...