Econometrics of Financial High-Frequency Data, by Nikolaus Hautsch

DOI10.1080/14697688.2012.745772MaRDI QIDQ5397402zbMATHOpenAlexFDO

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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