The Econometrics of Ultra-high-frequency Data (Q4799851)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Econometrics of Ultra-high-frequency Data |
scientific article; zbMATH DE number 1889100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Econometrics of Ultra-high-frequency Data |
scientific article; zbMATH DE number 1889100 |
Statements
The Econometrics of Ultra-high-frequency Data (English)
0 references
2000
0 references
transactions data
0 references
point processes
0 references
hazard functions
0 references
survival models
0 references
volatility
0 references
market microstructure
0 references
