Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch

DOI10.1080/14697688.2012.745772zbMATH Open1281.00010OpenAlexW2038109281MaRDI QIDQ5397402FDOQ5397402

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

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

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