Covenant 发表于 2025-3-21 19:19:16

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疏忽 发表于 2025-3-21 21:49:08

Book 2012 econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the

纹章 发表于 2025-3-22 04:28:12

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巨硕 发表于 2025-3-22 05:52:45

Book 2012lementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.

hypnotic 发表于 2025-3-22 09:06:00

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发现 发表于 2025-3-22 12:53:29

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发现 发表于 2025-3-22 20:17:52

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蔑视 发表于 2025-3-22 21:22:35

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Ledger 发表于 2025-3-23 05:15:36

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Agility 发表于 2025-3-23 08:29:52

978-3-642-42772-5Springer-Verlag Berlin Heidelberg 2012
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查看完整版本: Titlebook: Econometrics of Financial High-Frequency Data; Nikolaus Hautsch Book 2012 Springer-Verlag Berlin Heidelberg 2012 Financial Point Processes