Financial Econometrics

• Tác giả: Yiu-Kuen Tse
• Ngôn ngữ: eng
• ISBN-13: 978-3039216260
• Thông tin xuất bản: Basel, Switzerland : MDPI - Multidisciplinary Digital Publishing Institute, 2019
• Mô tả vật lý: 1 electronic resource (136 p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 226549

Tóm tắt

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.