Editor's introduction: recent developments in high frequency financial econometrics
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 The only difference is that economics has been replaced by finance, economic by financial, econometrics by financial econometrics.
KeywordsMarket Risk Market Maker Exchange Rate Volatility Order Book High Frequency Data
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