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

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Report copyright infringementby Norman R. Swanson (Guest Editor), Xiye Yang (Guest Editor)Recently, considerable attention has been placed...
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by Norman R. Swanson (Guest Editor), Xiye Yang (Guest Editor)

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

Number of Pages: 196
Dimensions: 0.69 x 9.61 x 6.69 IN
Publication Date: June 30, 2021

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