Handbook of Modeling High-Frequency Data in Finance

by Ionut Florescu, Frederi G. Viens, Maria C. Mariani, et al.

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS

In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data.

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• Format: Hardcover
• Language: English
• ISBN: 0470876883
• ISBN13: 9780470876886
• Release Date: December 2011
• Publisher: Wiley
• Length: 464 Pages
• Weight: 1.58 lbs.
• Dimensions: 1.1" x 6.2" x 9.3"