Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

• Tác giả: Norman R Swanson, Xiye Yang
• Ngôn ngữ: eng
• ISBN-13: 978-3036508528
• Thông tin xuất bản: Basel, Switzerland : MDPI - Multidisciplinary Digital Publishing Institute, 2021
• Mô tả vật lý: 1 electronic resource (196 p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 236293
• Chủ đề: 1. Economics, finance, business & management

Tóm tắt

Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.