Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch

DOI10.1080/14697688.2012.745772MaRDI QIDQ5397402zbMATH OpenOpenAlexFDO

Authors Terrence Hendershott

Publication date 20 February 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2012.745772

Mathematics Subject Classification ID

External book reviews (00A17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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