Financial Econometrics

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for re...

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Glavni avtor: Tse, Yiu-Kuen (auth)
Format: Book Chapter
Izdano: MDPI - Multidisciplinary Digital Publishing Institute 2019
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