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

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

Hardback (30 Jun 2021)

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Publisher's Synopsis

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

Book information

ISBN: 9783036508528
Publisher: Mdpi AG
Imprint: Mdpi AG
Pub date:
Language: English
Number of pages: 196
Weight: 626g
Height: 244mm
Width: 170mm
Spine width: 18mm