Econometrics of Financial High-Frequency Data by Hautsch, Nikolaus

Econometrics of Financial High-Frequency Data (Paperback) (ISBN-13: 9783642427725)

Vendor: Nikolaus Hautsch
Product type: Books
Format: Paperback
$199.99
$199.99
$199.99
Subtotal: $199.99
Econometrics of Financial High-Frequency Data by Hautsch, Nikolaus

Econometrics of Financial High-Frequency Data

$199.99
Econometrics of Financial High-Frequency Data by Hautsch, Nikolaus

Econometrics of Financial High-Frequency Data

$199.99
Format: Paperback
Description
Description
x
This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications.


Author: Nikolaus Hautsch
ISBN-10: 3642427723
ISBN-13: 9783642427725
Publisher: Springer
Language: English
Published: 11/29/2013
Pages: 374
Format: Paperback
Weight: 1.19lbs
Size: 9.21h x 6.14w x 0.80d
By Nikolaus Hautsch
By Nikolaus Hautsch
x

Nikolaus Hautsch, born 1972, is director of the Institute for Econometrics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 2007. His research interests are financial econometrics, empirical finance and multivariate time series analysis. Particular focus is on the econometric modelling of financial high-frequency data, market microstructure analysis as well as volatility and liquidity estimation.

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