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Editor's introduction: recent developments in high frequency financial econometrics

  • Luc Bauwens
  • Winfried Pohlmeier
  • David Veredas
Part of the Studies in Empirical Economics book series (STUDEMP)

This paragraph is a virtual copy of the one in p. 2 of Frisch's Editor Note on Econometrica Vol. 1, No. 1. The only difference is that economics has been replaced by finance, economic by financial, econometrics by financial econometrics.

Keywords

Market Risk Market Maker Exchange Rate Volatility Order Book High Frequency Data 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Luc Bauwens
    • Winfried Pohlmeier
      • David Veredas

        There are no affiliations available

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