✦ LIBER ✦
Handbook of Financial Time Series Volume 49 || Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations
✍ Scribed by Mikosch, Thomas; Kreiß, Jens-Peter; Davis, Richard A.; Andersen, Torben Gustav
- Book ID
- 111945164
- Publisher
- Springer Berlin Heidelberg
- Year
- 2009
- Tongue
- German
- Weight
- 532 KB
- Edition
- 2009
- Category
- Article
- ISBN
- 3540712976
No coin nor oath required. For personal study only.
✦ Synopsis
The Handbook Of Financial Time Series Gives An Up-to-date Overview Of The Field And Covers All Relevant Topics Both From A Statistical And An Econometrical Point Of View. There Are Many Fine Contributions, And A Preamble By Nobel Prize Winner Robert F. Engle.